Narrow search
Showing 1 - 10 of 56
Cover Image
Predicting US recessions with dynamic binary response models
Kauppi, Heikki; Saikkonen, Pentti - In: The review of economics and statistics 90 (2008) 4, pp. 777-791
Persistent link: https://www.econbiz.de/10003772088
Cover Image
The empirical implications of the Cox, Ingersoll, Ross theory of the term structure of interest rates
Brown, Stephen J. - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 617-630
Persistent link: https://www.econbiz.de/10001047824
Cover Image
How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562
Cover Image
Stochastic convenience yield implied from commodity futures and interest rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10003159354
Cover Image
The term structure of real rates and expected inflation
Ang, Andrew; Bekaert, Geert; Wei, Min - In: The journal of finance : the journal of the American … 63 (2008) 2, pp. 797-849
Persistent link: https://www.econbiz.de/10003822775
Cover Image
Corporate yield spreads and bond liquidity
Chen, Long; Lesmond, David A.; Wei, Jason - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 119-149
Persistent link: https://www.econbiz.de/10003425755
Cover Image
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.; Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Cover Image
Is the corporate loan market globally integrated? : a pricing puzzle
Carey, Mark S.; Nini, Gregory P. - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2969-3007
Persistent link: https://www.econbiz.de/10003593870
Cover Image
Habit formation and macroeconomic models of the term structure of interest rates
Buraschi, Andrea; Jiltsov, Alexei - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 3009-3063
Persistent link: https://www.econbiz.de/10003593873
Cover Image
The yield curve as a predictor of growth : long-run evidence, 1875 - 1997
Bordo, Michael D.; Haubrich, Joseph Gerard - In: The review of economics and statistics 90 (2008) 1, pp. 182-185
Persistent link: https://www.econbiz.de/10003690090