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Systematic risk in corporate bond credit spreads
Pedrosa, Monica; Roll, Richard - In: The journal of fixed income 8 (1998) 3, pp. 7-26
Persistent link: https://www.econbiz.de/10001364560
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Riding the yield curve : an analysis of international evidence
Ang, Sharon; Alles, Lakshman; Allen, Dave - In: The journal of fixed income 8 (1998) 3, pp. 57-74
Persistent link: https://www.econbiz.de/10001364568
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The term structure, the CAPM, and the market risk premium : an interesting puzzle
Cornell, Bradford - In: The journal of fixed income 8 (1998) 3, pp. 85-88
Persistent link: https://www.econbiz.de/10001364579
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Term structure estimation using the Cox, Ingersoll, and Ross model : the case of Italian treasury bonds
Barone, Emilio - In: The journal of fixed income 1 (1991) 3, pp. 87-95
Persistent link: https://www.econbiz.de/10001117906
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Measuring aggregate economic fundamentals from short-term premiums
Richardson, Matthew - In: The journal of fixed income 1 (1991) 3, pp. 75-85
Persistent link: https://www.econbiz.de/10001117907
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The efficacy of term structure estimation techniques : a Monte Carlo study
Buono, Mark J. - In: The journal of fixed income 1 (1992) 4, pp. 52-63
Persistent link: https://www.econbiz.de/10001121626
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Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates
Chen, Ren-Raw - In: The journal of fixed income 3 (1993) 3, pp. 14-31
Persistent link: https://www.econbiz.de/10001157476
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Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A. - In: The journal of fixed income 3 (1993) 2, pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
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Forecasting US bond returns
Ilmanen, Antti - In: The journal of fixed income 7 (1997) 1, pp. 22-37
Persistent link: https://www.econbiz.de/10001223525
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Dynamics of the shape of the Yield curve
Ilmanen, Antti - In: The journal of fixed income 7 (1997) 2, pp. 47-60
Persistent link: https://www.econbiz.de/10001229962