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Common factors, principal components analysis, and the term structure of interest rates
Juneja, Januj - In: International review of financial analysis 24 (2012), pp. 48-56
Persistent link: https://www.econbiz.de/10009688180
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Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens - 2000
Persistent link: https://www.econbiz.de/10001511077
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No-arbitrage pricing of GDP-linked bonds
Eguren-Martin, Fernando; Meldrum, Andrew; Yan, Wen - 2020
Persistent link: https://www.econbiz.de/10012202970
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Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies
Tomat, Gian Maria - 2023
-- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market …, dividend ratio model, yield curve and term structure, all of which are concepts used to analyse pricing and other behaviour in …
Persistent link: https://www.econbiz.de/10014337024
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Power law bond price and yield approximation
Barber, Joel R. - In: The journal of risk finance : JRF 23 (2022) 1, pp. 14-31
Persistent link: https://www.econbiz.de/10012797857
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Bond indifference prices
Lorig, Matthew; Zou, Bin - In: Quantitative finance 21 (2021) 7, pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
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Bond risk, bond return volatility, and the term structure of interest rates
Viceira, Luis M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003501713
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Distress risk premia in expected stock and bond returns
Zhang, Andrew Jianzhong - In: Journal of banking & finance 36 (2012) 1, pp. 225-238
Persistent link: https://www.econbiz.de/10009411138
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Swedish stock and bond returns, 1856 - 2012
Waldenström, Daniel - 2014
This chapter presents historical evidence about Swedish stock prices, dividends, and yields on government fixed-interest securities. Monthly returns are presented since 1901 for stocks, since 1874 for government long-term bonds and since 1856 for short-term Treasury bills or central bank...
Persistent link: https://www.econbiz.de/10010360953
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An empirical analysis of segmented pricing of bond systematic risk
Benzschawel, Terry; Fu, Liang; Murphy, Austin - In: Credit and capital markets : Kredit und Kapital 47 (2014) 3, pp. 439-464
Persistent link: https://www.econbiz.de/10010433255