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The effect of stochastic interest rates on a firm's capital structure under a generalized model
Chang, Chuang-chang; Lin, Jun-Biao; Yang, Chun-Chieh - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 695-719
Persistent link: https://www.econbiz.de/10011532102
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Pricing and hedging volatility smile under multifactor interest rate models
Kuo, I.-doun - In: Review of quantitative finance and accounting 36 (2011) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10009271374
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Interest rate risk of German financial institutions : the impact of level, slope, and curvature of the term structure
Czaja, Marc-Gregor; Scholz, Hendrik; Wilkens, Marco - In: Review of quantitative finance and accounting 33 (2009) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003850662
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An analysis of credit risk spreads for high yield bonds
Reilly, Frank K.; Wright, David J.; Gentry, James A. - In: Review of quantitative finance and accounting 35 (2010) 2, pp. 179-205
Persistent link: https://www.econbiz.de/10008990242
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An evaluation of alternative methods used in the estimation of Gaussian term structure models
Juneja, Januj - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011327670
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Riding the yield curve : a spanning analysis
Galvani, Valentina; Landon, Stuart - In: Review of quantitative finance and accounting 40 (2013) 1, pp. 135-154
Persistent link: https://www.econbiz.de/10009699490
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Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw; Yeh, Shih-kuo - In: Review of quantitative finance and accounting 39 (2012) 2, pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
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Macroeconomic risks of supply chain counterparties and corporate bond yield spreads
Chen, Tsung-Kang; Liao, Hsien-hsing; Huang, Hsiao-Chun - In: Review of quantitative finance and accounting 43 (2014) 3, pp. 463-481
Persistent link: https://www.econbiz.de/10010490391
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The absorption effect of US Treasury auctions
Kopchak, Seth J. - In: Review of quantitative finance and accounting 43 (2014) 1, pp. 21-44
Persistent link: https://www.econbiz.de/10010433461
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A simple multi-factor, time-dependent-parameter model for the term structure of interest rates
Chen, Ren-Raw; Yang, Tyler - In: Review of quantitative finance and accounting 19 (2002) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10001698787