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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Yield curve
77
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77
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56
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Collin-Dufresne, Pierre
7
Goldstein, Robert S.
5
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4
Singleton, Kenneth J.
4
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3
Duffee, Greg
3
Hardouvelis, Gikas A.
3
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Ang, Andrew
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Bekaert, Geert
2
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2
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Johannes, Michael
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Li, Haitao
2
Pearson, Neil D.
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2
Ross, Stephen A.
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Schmid, Lukas
2
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Sundaresan, Suresh M.
2
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1
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The journal of finance : the journal of the American Finance Association
NBER working paper series
573
Working paper / National Bureau of Economic Research, Inc.
519
NBER Working Paper
473
Journal of banking & finance
345
Discussion paper / Centre for Economic Policy Research
267
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136
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95
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92
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91
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88
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ECONIS (ZBW)
135
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1
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
Saved in:
2
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
Saved in:
3
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
Saved in:
4
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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5
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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6
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
Saved in:
7
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
Saved in:
8
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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9
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
Saved in:
10
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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