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Quotation record of bonds and shares
1924
Persistent link: https://www.econbiz.de/10003444130
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Bond risk premia in consumption-based models
Creal, Drew; Wu, Jing Cynthia - 2016
Persistent link: https://www.econbiz.de/10011476470
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Exploiting the conditional density in estimating the term structure : an application to the Cox, Ingersoll, and Ross model
Pearson, Neil D. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1279-1304
Persistent link: https://www.econbiz.de/10001171966
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Tax options and the pricing of Treasury bond triplets : theory and evidence
Jordan, Bradford D. - In: Journal of financial economics 30 (1991) 1, pp. 135-164
Persistent link: https://www.econbiz.de/10001121693
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No arbitrage and arbitrage pricing : a new approach
Bansal, Ravi - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1231-1262
Persistent link: https://www.econbiz.de/10001152159
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Measuring the predictable variation in stock and bond returns
Kirby, Chris - In: The review of financial studies 10 (1997) 3, pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
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The expected spot rate and risk premium components of treasury bill futures rates
Pilotte, Eugene A. - In: Review of futures markets 12 (1994) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10001183631
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Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
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Essays in equilibrium asset pricing
Boudoukh, Jacob - 1991
Persistent link: https://www.econbiz.de/10000870842
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Stocks, bonds, bills and inflation : SBBI ; yearbook ; market results for ...
Chicago, Ill. : Ibbotson - Nachgewiesen 1926/90(1991) - 1926/2006(2007)
Persistent link: https://www.econbiz.de/10000547755