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Investing in junk bonds : inside the high yield debt market
Altman, Edward I.; Nammacher, Scott A. - 1987 - 1. [print.]
Persistent link: https://www.econbiz.de/10000121803
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Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Akemann, Charles A. - In: The journal of futures markets 6 (1986) 2, pp. 223-230
Persistent link: https://www.econbiz.de/10003475237
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The effect of bond deratings on bank stock returns : Bank Administration Institute
1985
Persistent link: https://www.econbiz.de/10003536630
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Reverse engineering the yield curve
Backus, David - 1994
Persistent link: https://www.econbiz.de/10000886121
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A stock index mutual fund without net capital gains realizations
Dickson, Joel M. - 1994
Persistent link: https://www.econbiz.de/10000889320
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An empirical examination of divestiture-related gains to buyers and sellers
Sicherman, Neil W. - 1986
Persistent link: https://www.econbiz.de/10000898163
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On risk-premia in an economy with stockholders and non-stockholders : a simple explanation of Mehra and Prescott puzzle
Saitō, Makoto - 1992
Persistent link: https://www.econbiz.de/10000855676
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Business cycles and the relation between security returns and earnings
Johnson, Marilyn Frances - 1992
Persistent link: https://www.econbiz.de/10000857547
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Transfer payments and investment income in the nonmetro United States
Bentley, Susan E. - 1988 - Reprod
Persistent link: https://www.econbiz.de/10000857977
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An investigation of the process describing stock returns
Sewell, Susan C. - 1990
Persistent link: https://www.econbiz.de/10000859249