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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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ECONIS (ZBW)
1,459
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1
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
Saved in:
2
The valuation and analysis of adjustable rate mortgages
Kau, James B.
(
contributor
)
- In:
Management science : journal of the Institute for …
36
(
1990
)
12
,
pp. 1417-1431
Persistent link: https://www.econbiz.de/10001101565
Saved in:
3
Financial market misconduct and public enforcement : the case of Libor manipulation
Gandhi, Priyank
;
Golez, Benjamin
;
Jackwerth, Jens Carsten
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
11
,
pp. 5268-5289
Persistent link: https://www.econbiz.de/10012125960
Saved in:
4
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
Saved in:
5
Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco
;
Nimark, Kristoffer P.
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4179-4203
Persistent link: https://www.econbiz.de/10012118552
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6
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
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7
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
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8
Elasticity of intertemporal substitution in consumption in the presence of inertia : empirical evidence from a natural experiment
Kapoor, Mudit
;
Ravi, Shamika
- In:
Management science : journal of the Institute for …
63
(
2017
)
12
,
pp. 4188-4200
Persistent link: https://www.econbiz.de/10011785143
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9
What calls to ARMs? : international evidence on interest rates and the choice of adjustable-rate mortgages
Bădărinză, Cristian
;
Campbell, John Y.
;
Ramadorai, Tarun
- In:
Management science : journal of the Institute for …
64
(
2018
)
5
,
pp. 2275-2288
Persistent link: https://www.econbiz.de/10011874083
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10
An extreme value approach to estimating interest-rate volatility: pricing implications for interest-rate options
Bali, Turan G.
- In:
Management science : journal of the Institute for …
53
(
2007
)
2
,
pp. 323-339
Persistent link: https://www.econbiz.de/10003435740
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