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Essays on dual risk measures and the asymptotic term structure

Schulze, Klaas (contributor) - 2009

Persistent link: https://www.econbiz.de/10003872174

Financing school construction : the tax consequences of stripping

Carlile, Larry L.; Hered, Ann A.; Hodson, Thane R.; … - In: Municipal finance journal : the state and local … 30 (2009/10) 2, pp. 71-79

Persistent link: https://www.econbiz.de/10008825940

Liberty Company Bond teaching resource : using a zero-coupon bond to clarify bond liability accounting

Jones, Daniel J. - In: Journal of business case studies 9 (2013) 2, pp. 145-150

Persistent link: https://www.econbiz.de/10009732869

The wishart short rate model

Gnoatto, Alessandro - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-24

Persistent link: https://www.econbiz.de/10009706330

A regime-switching model to evaluate bonds in a quadratic term structure of interest rates

Boroumand, Raphaël Homayoun; Goutte, Stéphane; … - In: Applied financial economics 24 (2014) 19/21, pp. 1361-1366

Persistent link: https://www.econbiz.de/10010460151

Explaining bond and equity premium puzzles jointly in a DSGE model

Kaszab, Lorant; Marsal, Ales - 2015

We introduce costly firm-entry a la Bilbiie et al. (2012) into a New Keynesian model with Epstein-Zin preferences and show that it can jointly account for a high mean value of bond and equity premium without compromising the fit of the model to first and second moments of key macroeconomic...

Persistent link: https://www.econbiz.de/10010490844