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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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An exact bond option formula
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ECONIS (ZBW)
1,516
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1
Financing investment : the choice between bonds and bank loans
Morellec, Erwan
;
Valta, Philip
;
Zhdanov, Alexei
- In:
Management science : journal of the Institute for …
61
(
2015
)
11
,
pp. 2580-2602
Persistent link: https://www.econbiz.de/10011409076
Saved in:
2
Speculation, sentiment, and interest rates
Buraschi, Andrea
;
Whelan, Paul
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
Saved in:
3
Mind the (convergence) gap :
bond
predictability strikes back!
Berardi, Andrea
;
Markovich, Michael
;
Plazzi, Alberto
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
Saved in:
4
The optimality of call provision terms
Powers, Eric
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6581-6601
Persistent link: https://www.econbiz.de/10012666730
Saved in:
5
Bond
return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
6
Bond
risk premia and Gaussian term structure models
Feunou, Bruno
;
Fontaine, Jean-Sébastien
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1413-1439
Persistent link: https://www.econbiz.de/10011847256
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7
Can unspanned stochastic volatility models explain the cross section of
bond
volatilities?
Joslin, Scott
- In:
Management science : journal of the Institute for …
64
(
2018
)
4
,
pp. 1707-1726
Persistent link: https://www.econbiz.de/10011855690
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8
Regulation and market liquidity
Trebbi, Francesco
;
Xiao, Kairong
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 1949-1968
Persistent link: https://www.econbiz.de/10012039714
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9
Real and nominal equilibrium yield curves
Hsu, Alex
;
Li, Erica X. N.
;
Palomino, Francisco
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1138-1158
Persistent link: https://www.econbiz.de/10012505395
Saved in:
10
Predicting
bond
return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads Markvart
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 931-951
Persistent link: https://www.econbiz.de/10014513793
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