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Unspanned stochastic volatility : evidence from hedging interest rate derivatives
Li, Haitao; Zhao, Feng - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
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Does the failure of the expectations hypothesis matter for long-term investors?
Sangvinatsos, Antonios; Wachter, Jessica - In: The journal of finance : the journal of the American … 60 (2005) 1, pp. 179-230
Persistent link: https://www.econbiz.de/10002645642
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Exploiting the conditional density in estimating the term structure : an application to the Cox, Ingersoll, and Ross model
Pearson, Neil D. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1279-1304
Persistent link: https://www.econbiz.de/10001171966
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Ex ante bond returns and the liquidity preference hypothesis
Boudoukh, Jacob (contributor) - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 1153-1167
Persistent link: https://www.econbiz.de/10001395714
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Stochastic volatilities and correlations of bond yields
Han, Bing - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
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Returns and volatility of low-grade bonds 1977 - 1989
Blume, Marshall E. - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 49-74
Persistent link: https://www.econbiz.de/10001106454
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The investment performance of low-grade bond funds
Cornell, Bradford - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10001106455
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Event risk: an analysis of losses to bondholders and "super poison put" bond covenants
Crabbe, Leland E. - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 689-706
Persistent link: https://www.econbiz.de/10001108675
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Tax-induced intra-year patterns in bonds yields
Hochman, Shalom J. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 331-344
Persistent link: https://www.econbiz.de/10001141539
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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