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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
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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
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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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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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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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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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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
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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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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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Why isn't business investment more sensitive to interest rates? : evidence from surveys
Sharpe, Steven A.; Suárez, Gustavo A. - In: Management science : journal of the Institute for … 67 (2021) 2, pp. 720-741
Persistent link: https://www.econbiz.de/10012505247