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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
1,471
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1
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
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2
The term structures of coentropy in international financial markets
Chabi-Yo, Fousseni
;
Colacito, Riccardo
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3541-3558
Persistent link: https://www.econbiz.de/10012062682
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3
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Management science : journal of the Institute for …
60
(
2014
)
9
,
pp. 2248-2268
Persistent link: https://www.econbiz.de/10010461908
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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
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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6
No-arbitrage taylor rules with switching regimes
Li, Haitao
;
Li, Tao
;
Yu, Cindy
- In:
Management science : journal of the Institute for …
59
(
2013
)
10
,
pp. 2278-2294
Persistent link: https://www.econbiz.de/10010202802
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7
Economic uncertainty, disagreement, and credit markets
Buraschi, Andrea
;
Trojani, Fabio
;
Vedolin, Andrea
- In:
Management science : journal of the Institute for …
60
(
2014
)
5
,
pp. 1281-1296
Persistent link: https://www.econbiz.de/10010369813
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8
Incomplete information, debt issuance, and the term structure of credit spreads
Benzoni, Luca
;
Garlappi, Lorenzo
;
Goldstein, Robert S.
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014338358
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9
Disappointment aversion, term structure, and predictability puzzles in bond markets
Augustin, Patrick
;
Tédongap, Roméo
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6266-6293
Persistent link: https://www.econbiz.de/10012666104
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10
Vanishing contagion spreads
Duarte, Diogo
;
Prieto, Rodolfo
;
Rindisbacher, Marcel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 740-772
Persistent link: https://www.econbiz.de/10012821251
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