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The market price of risk in interest rate swaps : the roles of default and liquidity risks
Liu, Jun; Longstaff, Francis A.; Mandell, Ravit E. - In: The journal of business : B 79 (2006) 5, pp. 2337-2359
Persistent link: https://www.econbiz.de/10003406286
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How important is intertemporal risk for asset allocation?
Gérard, Bruno; Wu, Guojun - In: The journal of business : B 79 (2006) 4, pp. 2203-2241
Persistent link: https://www.econbiz.de/10003378596
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Sharpe and Treynor ratios on treasury bonds
Pilotte, Eugene A.; Sterbenz, Frederic P. - In: The journal of business : B 79 (2006) 1, pp. 149-180
Persistent link: https://www.econbiz.de/10003301944
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The fear and exuberance from implied volatility of S&P 100 index options
Low, Cheekiat - In: The journal of business : B 77 (2004) 3, pp. 527-546
Persistent link: https://www.econbiz.de/10002205056
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Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks
Wiggins, James B. - In: The journal of business : B 64 (1991) 3, pp. 417-432
Persistent link: https://www.econbiz.de/10001109688
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Private labels and the channel relationship : a cross-category analysis
Narasimhan, Chakravarthi - In: The journal of business : B 71 (1998) 4, pp. 573-611
Persistent link: https://www.econbiz.de/10001251943
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Risk and return of value stocks
Chen, Nai-fu - In: The journal of business : B 71 (1998) 4, pp. 501-535
Persistent link: https://www.econbiz.de/10001251945
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An exception to the risk preference anomaly
Busche, Kelly D. - In: The journal of business : B 61 (1988) 3, pp. 337-346
Persistent link: https://www.econbiz.de/10001052087
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Risk, duration, and capital budgeting : new evidence on some old questions
Cornell, Bradford - In: The journal of business : B 72 (1999) 2, pp. 183-200
Persistent link: https://www.econbiz.de/10001364030
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The exchange-rate exposure of US multinationals
Jorion, Philippe - In: The journal of business : B 63 (1990) 3, pp. 331-345
Persistent link: https://www.econbiz.de/10001093961