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The stochastic volatility of short-term interest rates : some international evidence
Ball, Clifford A.; Torous, Walter N. - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2339-2359
Persistent link: https://www.econbiz.de/10001496844
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The effect of volatility changes on the level of stock prices and subsequent expected returns
Haugen, Robert A. - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 985-1007
Persistent link: https://www.econbiz.de/10001110300
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Futures options and the volatility of futures prices
Ball, Clifford A. - In: The journal of finance : the journal of the American … 41 (1986) 4, pp. 857-870
Persistent link: https://www.econbiz.de/10001015092
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The cyclical behavior of interest rates
Roma, Antonio - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1519-1542
Persistent link: https://www.econbiz.de/10001227641
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An empirical investigation of US firms in reorganization
Franks, Julian R. - In: The journal of finance : the journal of the American … 44 (1989) 3, pp. 747-769
Persistent link: https://www.econbiz.de/10001072868
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Prepayment and the valuation of mortgage-backed securities
Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 44 (1989) 2, pp. 375-392
Persistent link: https://www.econbiz.de/10001072923
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Valuing commercial mortgages : an empirical investigation of the contingent-claims approach to pricing risky debt
Titman, Sheridan - In: The journal of finance : the journal of the American … 44 (1989) 2, pp. 345-373
Persistent link: https://www.econbiz.de/10001072925
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The Cyclical Behavior of Interest Rates
Roma, Antonio; Torous, Walter - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1519-1542
Persistent link: https://www.econbiz.de/10007368121
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Why invest in emerging markets? : the role of conditional return asymmetry
Ghysels, Eric; Plazzi, Alberto; Valkanov, Rossen I. - In: The journal of finance : the journal of the American … 71 (2016) 5, pp. 2145-2192
Persistent link: https://www.econbiz.de/10011561956
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The presidential puzzle : political cycles and the stock market
Santa-Clara, Pedro; Valkanov, Rossen - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 1841-1872
Persistent link: https://www.econbiz.de/10001797754