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Modeling sovereign yield spreads : a case study of Russian debt
Duffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J. - In: The journal of finance : the journal of the American … 58 (2003) 1, pp. 119-159
Persistent link: https://www.econbiz.de/10001737267
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Treasury richness
Fleckenstein, Matthias; Longstaff, Francis A. - In: The journal of finance : the journal of the American … 79 (2024) 4, pp. 2797-2844
Persistent link: https://www.econbiz.de/10015048230
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Expected return, realized return, and asset pricing tests
Elton, Edwin J. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1199-1220
Persistent link: https://www.econbiz.de/10001395746
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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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Carry trades and global foreign exchange volatility
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 681-718
Persistent link: https://www.econbiz.de/10009533994
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A search-based theory of the on-the-run phenomenon
Vayanos, Dimitri; Weill, Pierre-Olivier - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1361-1398
Persistent link: https://www.econbiz.de/10003822295
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Time variations and covariations in the expectation and volatility of stock market returns
Whitelaw, Robert F. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 515-541
Persistent link: https://www.econbiz.de/10001169032
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Liquidity, maturity, and the yields on US Treasury securities
Amihud, Yakov - In: The journal of finance : the journal of the American … 46 (1991) 4, pp. 1411-1425
Persistent link: https://www.econbiz.de/10001112566
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Time-varying expected returns in international bond markets
Ilmanen, Antti - In: The journal of finance : the journal of the American … 50 (1995) 2, pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
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Local currency sovereign risk
Du, Wenxin; Schreger, Jesse - In: The journal of finance : the journal of the American … 71 (2016) 3, pp. 1027-1070
Persistent link: https://www.econbiz.de/10011613510