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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Geldpolitik"
~subject:"USA"
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The journal of finance : the journal of the American Finance Association
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168
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103
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Journal of international money and finance
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Papers and proceedings, sixty-second annual meeting / American Finance Association : Atlanta, Georgia, January 4 - 6, 2002
O'Hara, Maureen
(
contributor
)
-
American Finance Association
-
2002
Persistent link: https://www.econbiz.de/10001694215
Saved in:
2
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
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3
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
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4
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
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5
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
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6
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
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7
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
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8
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
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9
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
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10
A habit-based explanation of the exchange rate risk premium
Verdelhan, Adrien
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 123-146
Persistent link: https://www.econbiz.de/10003923938
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