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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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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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Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang; Rockinger, Michael; Twan, Jonathan - In: The review of financial studies 17 (2004) 2, pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
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Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.; Henry, Tyler R.; Kisgen, Darren J. - In: The review of financial studies 19 (2006) 2, pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
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A test of the Cox, Ingersoll, and Ross model of the term structure
Gibbons, Michael R. - In: The review of financial studies 6 (1993) 3, pp. 619-658
Persistent link: https://www.econbiz.de/10001159893
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A simple model of the taxable and tax-exempt yield curves
Green, Richard C. - In: The review of financial studies 6 (1993) 2, pp. 233-264
Persistent link: https://www.econbiz.de/10001149988
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Real and nominal interest rates : a discrete-time model and its continuous-time limit
Sun, Tong-sheng - In: The review of financial studies 5 (1992) 4, pp. 581-611
Persistent link: https://www.econbiz.de/10001137841
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Bond market clienteles, the yield curve, and the optimal maturity structure of government debt
Guibaud, Stéphane; Nosbusch, Yves; Vayanos, Dimitri - In: The review of financial studies 26 (2013) 8, pp. 1913-1961
Persistent link: https://www.econbiz.de/10010207296
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Selective default expectations
Accominotti, Olivier; Albers, Thilo N. H.; Oosterlinck, Kim - In: The review of financial studies 37 (2024) 6, pp. 1979-2015
Persistent link: https://www.econbiz.de/10015046467
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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