Narrow search
Showing 1 - 10 of 103
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Do sovereign bonds benefit corporate bonds in emerging markets
Dittmar, Robert F.; Yuan, Kathy - In: The review of financial studies 21 (2008) 5, pp. 1983-2014
Persistent link: https://www.econbiz.de/10003765026
Cover Image
Collusion in uniform-price auctions : experimental evidence and implications for treasury auctions
Goswami, Gautam - In: The review of financial studies 9 (1996) 3, pp. 757-785
Persistent link: https://www.econbiz.de/10001209112
Cover Image
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
Cover Image
Market trading structures and asset pricing : evidence from the treasury-bill markets
Kamara, Avraham - In: The review of financial studies 1 (1988) 4, pp. 357-375
Persistent link: https://www.econbiz.de/10001106333