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Binary interest rate sensitivities of emerging market corporate bonds
Gubareva, Mariya; Borges, Maria Rosa - In: The European journal of finance 24 (2018) 17, pp. 1569-1586
Persistent link: https://www.econbiz.de/10012259084
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Stochastic durations, the convexity effect, and the impact of interest rate changes
Fonseca, José Soares da - In: The European journal of finance 20 (2014) 10/12, pp. 994-1007
Persistent link: https://www.econbiz.de/10010464881
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One index fits none : the conundrum of euro area inflation-linked bonds
Arnold, Ivo J. M. - In: The European journal of finance 21 (2015) 7/9, pp. 575-583
Persistent link: https://www.econbiz.de/10011301230
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Pricing inflation-indexed derivatives with default risk
Chen, Son-nan; Hsu, Pao-Peng - In: The European journal of finance 24 (2018) 15, pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
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Shadow leverage risk and corporate bond pricing : evidence from China
Feng, Xu; Huang, Lin; Wang, Guanying - In: The European journal of finance 27 (2021) 18, pp. 1834-1854
Persistent link: https://www.econbiz.de/10013373207
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Long-run cash flow and discount-rate risks in the cross-section of US returns
Koubouros, Michail; Malliaropulos, Dimitrios; Panopulu, … - In: The European journal of finance 16 (2010) 3/4, pp. 227-244
Persistent link: https://www.econbiz.de/10003996399
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Integrating the risk and term structures of interest rates
Décamps, Jean-Paul - In: The European journal of finance 2 (1996) 3, pp. 219-238
Persistent link: https://www.econbiz.de/10001210194
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Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael; Su, Chen; Huang, Winifred; Lai, Baoying - In: The European journal of finance 27 (2021) 17, pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
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Liability-driven investment : multiple liabilities and the question of the number of moments
Theobald, Michael; Yallup, Peter J. - In: The European journal of finance 16 (2010) 5/6, pp. 413-435
Persistent link: https://www.econbiz.de/10008698583
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Credit ratings and convertible bond prices : a simulation-based valuation
Park, Keehwan; Jung, Mookwon; Lee, Sangki - In: The European journal of finance 24 (2018) 10/12, pp. 1001-1025
Persistent link: https://www.econbiz.de/10012244436