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Information in (and not in) the term structure
Duffee, Greg - In: The review of financial studies 24 (2011) 9, pp. 2895-2934
Persistent link: https://www.econbiz.de/10009373091
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Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime; Liu, Peng; Tang, Ke - In: The review of financial studies 26 (2013) 5, pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
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The yield spread and bond return predictability in expansions and recessions
Andreasen, Martin Møller; Engsted, Tom; Møller, Stig … - In: The review of financial studies 34 (2021) 6, pp. 2773-2812
Persistent link: https://www.econbiz.de/10012546315
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Term structure of risk in expected returns
Zviadadze, Irina - In: The review of financial studies 34 (2021) 12, pp. 6032-6086
Persistent link: https://www.econbiz.de/10012694514
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Money, illusion and housing frenzies
Brunnermeier, Markus Konrad; Julliard, Christian - In: The review of financial studies 21 (2008) 1, pp. 135-180
Persistent link: https://www.econbiz.de/10003716146
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Valuation in over-the-counter markets
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje - In: The review of financial studies 20 (2007) 6, pp. 1865-1900
Persistent link: https://www.econbiz.de/10003621265
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Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
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How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan - In: The review of financial studies 18 (2005) 2, pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
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A dynamic model for the forward curve
Chua, Choong Tze; Foster, Dean P.; Ramaswamy, Krishna; … - In: The review of financial studies 21 (2008) 1, pp. 265-310
Persistent link: https://www.econbiz.de/10003716162
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Is nonlinear drift implied by the short end of the term structure?
Takamizawa, Hideyuki - In: The review of financial studies 21 (2008) 1, pp. 311-346
Persistent link: https://www.econbiz.de/10003716165