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ECONIS (ZBW)
737
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1
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:
2
Real rates, expected inflation, and inflation risk premia
Evans, Martin D. D.
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 187-218
Persistent link: https://www.econbiz.de/10001235489
Saved in:
3
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 1943-1978
Persistent link: https://www.econbiz.de/10001523883
Saved in:
4
A nonparametric model of term structure dynamics and the market price of interest rate risk
Stanton, Richard
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 1973-2002
Persistent link: https://www.econbiz.de/10001232335
Saved in:
5
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
6
What drives the cross-section of credit spreads? : a variance decomposition approach
Nozawa, Yoshio
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2045-2072
Persistent link: https://www.econbiz.de/10011764337
Saved in:
7
Income insurance and the equilibrium term structure of equity
Marfè, Roberto
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2073-2130
Persistent link: https://www.econbiz.de/10011764341
Saved in:
8
Term structure of consumption risk premia in the cross section of currency returns
Zviadadze, Irina
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1529-1566
Persistent link: https://www.econbiz.de/10011738906
Saved in:
9
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:
10
Expectations hypotheses tests
Bekaert, Geert
;
Hodrick, Robert J.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
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