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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/10005878511
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The impact of junior debt issuance on senior unsecured debt#8217s risk premiums
Linn, Scott C.; Stock, Duane R. - In: Journal of banking & finance 29 (2005) 6, pp. 1585
Persistent link: https://www.econbiz.de/10005881587
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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/10007289941
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Embedded options and interest rate risk for insurance companies, banks and other financial institutions
Lee, Jae Ha; Stock, Duane R. - In: The quarterly review of economics and finance : journal … 40 (2000) 2, pp. 169-188
Persistent link: https://www.econbiz.de/10007677175
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LESS RISK FOR STRONG RETURNS IN BOND PORTFOLIOS
Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 17 (2007) 2, pp. 46-62
Persistent link: https://www.econbiz.de/10007865203
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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/10009883598
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The impact of junior debt upon the systematic and unsystematic risk of senior debt
Hu, John Wei-shan; Stock, Duane R. - In: Advances in quantitative analysis of finance and … 4 (1996), pp. 195-216
Persistent link: https://www.econbiz.de/10009924649
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The impact of loan prepayment risk and deposit withdrawal risk on the optimal intermediation margin
Stanhouse, Bryan; Stock, Duane - In: Journal of banking & finance 28 (2004) 8, pp. 1825-1844
Persistent link: https://www.econbiz.de/10005883592
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THE IMPACT OF VOLATILITY ON DURATION OF AMORTIZING DEBT WITH EMBEDDED CALL OPTIONS
Stanhouse, Bryan; Stock, Duane - In: The journal of fixed income 8 (1998) 2, pp. 87-94
Persistent link: https://www.econbiz.de/10007350348
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Impact of Correlation of Asset Value and Interest Rates upon Duration and Convexity of Risky Debt
Lesseig, Vance P.; Stock, Duane - In: Journal of business research : JBR 49 (2000) 3, pp. 289-302
Persistent link: https://www.econbiz.de/10006728036