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The valuation of nonsystematic risks and the pricing of Swedish lottery bonds
Green, Richard C. - In: The review of financial studies 10 (1997) 2, pp. 447-480
Persistent link: https://www.econbiz.de/10001220571
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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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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - In: The review of financial studies 31 (2018) 2, pp. 399-448
Persistent link: https://www.econbiz.de/10011925221
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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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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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Modeling credit contagion via the updating of fragile beliefs
Benzoni, Luca; Colin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 28 (2015) 7, pp. 1960-2008
Persistent link: https://www.econbiz.de/10011376098
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When can life cycle investors benefit from time-varying bond risk premia?
Koijen, Ralph S. J.; Nijman, Theodore E.; Werker, Bas J. M. - In: The review of financial studies 23 (2010) 2, pp. 741-780
Persistent link: https://www.econbiz.de/10003941685
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Forecasting through the rearview mirror : data revisions and bond return predictability
Ghysels, Eric; Horan, Casidhe; Mönch, Emanuel - In: The review of financial studies 31 (2018) 2, pp. 678-714
Persistent link: https://www.econbiz.de/10011925250
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Term structure dynamics in theory and reality
Dai, Qiang; Singleton, Kenneth J. - In: The review of financial studies 16 (2003) 3, pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
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Fundamental properties of bond prices in models of the short-term rate
Mele, Antonio - In: The review of financial studies 16 (2003) 3, pp. 679-716
Persistent link: https://www.econbiz.de/10001794920