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Estimating liquidity premia in...
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Yield curve
140
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19
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Fabozzi, Frank J.
7
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4
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3
Ilmanen, Antti
3
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3
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3
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The journal of fixed income
NBER working paper series
283
Journal of banking & finance
258
Working paper / National Bureau of Economic Research, Inc.
254
NBER Working Paper
220
Journal of financial economics
154
Discussion paper / Centre for Economic Policy Research
147
Finance research letters
137
Journal of international money and finance
126
International journal of theoretical and applied finance
123
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112
The review of financial studies
110
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110
Working paper
107
IMF working papers
106
International review of economics & finance : IREF
104
International review of financial analysis
102
The journal of finance : the journal of the American Finance Association
100
Economics letters
97
Journal of money, credit and banking : JMCB
96
The journal of futures markets
95
Applied economics
93
Journal of empirical finance
93
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90
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77
Journal of economic dynamics & control
77
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Journal of monetary economics
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75
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Working papers series / Federal Reserve Bank of San Francisco
68
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67
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67
The North American journal of economics and finance : a journal of financial economics studies
66
The European journal of finance
64
Journal of financial markets
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
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ECONIS (ZBW)
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1
Jumps in credit default swap spreads and stock returns
Trutwein, Patrick Alfred
;
Ramchander, Sanjay
; …
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 56-70
Persistent link: https://www.econbiz.de/10008858609
Saved in:
2
Dissecting corporate bond and CDS spreads
Lin, Hai
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
Saved in:
3
Municipal marketability
Hong, Gwangheon
;
Warga, Arthur D.
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 86-95
Persistent link: https://www.econbiz.de/10002421489
Saved in:
4
Bid-ask spread, volatility, and volume in the corporate bond market
Kalimipalli, Madhu
;
Warga, Arthur D.
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 31-42
Persistent link: https://www.econbiz.de/10001701719
Saved in:
5
Trading costs in three US bond markets
Chakravarty, Sugato
;
Sarkar, Asani
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 39-48
Persistent link: https://www.econbiz.de/10001782460
Saved in:
6
Bid-ask spreads and the liquidity of international bonds
Ap Gwilym, Owain
;
Trevino, Lourdes
;
Thomas, Stephen
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 82-91
Persistent link: https://www.econbiz.de/10001745246
Saved in:
7
The influence of electronic trading on bid-ask spreads : new evidence from European bond futures
Ap Gwilym, Owain
- In:
The journal of fixed income
8
(
1998
)
1
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001246662
Saved in:
8
Implied interest rate skew, term premiums, and the "conundrum"
Durham, J. Benson
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 88-99
Persistent link: https://www.econbiz.de/10003729823
Saved in:
9
Short-term predictability of the term structure
Reisman, Haim
;
Zohar, Gady
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10002682297
Saved in:
10
Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze
;
Koh, Winston T. H.
;
Ramaswamy, Krishna
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003339377
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