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[Rezension von: Kohn, Meir, Financial institutions and markets]

Stock, Duane R. - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1928-1932

Persistent link: https://www.econbiz.de/10001346904

Term structure effects on default risk premia and the relationship of default-risky tax-exempt yields to risk-free taxable yields : a note

Stock, Duane R. - In: Journal of banking & finance 18 (1994) 6, pp. 1185-1203

Persistent link: https://www.econbiz.de/10001173213

Managing the risk of loan prepayments and the optimal structure of short term lending rates

Stanhouse, Bryan E.; Stock, Duane R. - In: Annals of finance 4 (2008) 2, pp. 197-215

Persistent link: https://www.econbiz.de/10003644928

Lower-grade municipal bond price risk and sensitivity of price volatility to level of yields

Lakshmivarahan, S.; Stock, Duane R. - In: Journal of risk management in financial institutions 1 (2007/08) 3, pp. 320-336

Persistent link: https://www.econbiz.de/10003741764

Make-whole call provisions : a case of "much ado about nothing?"

Nayar, Nandkumar; Stock, Duane R. - In: The journal of corporate finance : contracting, … 14 (2008) 4, pp. 387-404

Persistent link: https://www.econbiz.de/10003766432

The impact of loan prepayment risk and deposit withdrawal risk on the optimal intermediation margin

Stanhouse, Bryan E.; Stock, Duane R. - In: Journal of banking & finance 28 (2004) 8, pp. 1825-1843

Persistent link: https://www.econbiz.de/10002118318

Models of conditional variance for bond prices

Pappu, Naren; Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 16 (2006) 1, pp. 65-70

Persistent link: https://www.econbiz.de/10003376590

Investment and financing activity following calls of convertible bonds

Alderson, Michael J.; Betker, Brian L.; Stock, Duane R. - In: Journal of banking & finance 30 (2006) 3, pp. 895-914

Persistent link: https://www.econbiz.de/10003300407

The pricing of different dimensions of liquidity : evidence from government guaranteed bank bonds

Black, Jeffrey R.; Stock, Duane R.; Yadav, Pradeep - 2015

Seminal market microstructure literature identifies at least three important dimensions of liquidity: trading costs, depth, and resiliency. We investigate the relevance of each of these three dimensions of liquidity - separately and in conjunction - for the pricing of corporate bonds. Unlike...

Persistent link: https://www.econbiz.de/10011334157

The distribution of the value of the firm and stochastic interest rates

Lakshmivarahan, S.; Qian, Shengguang; Stock, Duane R. - In: Journal of mathematical finance 2 (2012) 1, pp. 75-82

Persistent link: https://www.econbiz.de/10009668273