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Do credit spreads reflect stationary leverage ratios?
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1929-1957
Persistent link: https://www.econbiz.de/10001615438
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Term premia and interest rate forecasts in affine models
Duffee, Greg - In: The journal of finance : the journal of the American … 57 (2002) 1, pp. 405-443
Persistent link: https://www.econbiz.de/10001650385
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Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Nowman, Kalid Ben - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1695-1706
Persistent link: https://www.econbiz.de/10001227625
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Is the short rate drift actually nonlinear?
Chapman, David A.; Pearson, Neil D. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
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Affine term structure models and the forward premium anomaly
Backus, David; Foresi, Silverio; Telmer, Chris I. - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 279-304
Persistent link: https://www.econbiz.de/10001575071
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Risk-sharing and the term structure of interest rates
Schneider, Andrés - In: The journal of finance : the journal of the American … 77 (2022) 4, pp. 2331-2374
Persistent link: https://www.econbiz.de/10013279830
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A model of intertemporal discount rates in the presence of real and inflationary autocorrelations
Bosshardt, Donald I. - In: The journal of finance : the journal of the American … 42 (1987) 4, pp. 1049-1070
Persistent link: https://www.econbiz.de/10001055593
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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
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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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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