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Capital income
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67
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56
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37
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Ma, Feng
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Lux, Thomas
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Finance research letters
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International review of financial analysis
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NBER working paper series
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The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of risk and financial management : JRFM
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Energy economics
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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International journal of economics and finance
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Journal of financial markets
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Investment management and financial innovations
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Cogent economics & finance
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Journal of econometrics
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CESifo working papers
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The review of financial studies
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Global finance journal
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ECONIS (ZBW)
19,776
EconStor
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1
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1
Prepayment Risk and Expected MBS Returns
Diep, Peter
-
2016
We present a simple, linear asset pricing model of the cross section of
Mortgage
-Backed Security (MBS) returns in which …
Persistent link: https://www.econbiz.de/10012978841
Saved in:
2
Prepayment Risk and Expected MBS Returns
Diep, Peter
-
2016
We present a simple, linear asset pricing model of the cross section of
Mortgage
-Backed Security (MBS) returns in which …
Persistent link: https://www.econbiz.de/10012455829
Saved in:
3
Credit rating downgrade risk on equity returns
Brakatsoulas, Periklis
;
Kukacka, Jiri
-
2020
across several
estimation
methods. Panel Granger causality test results indicate that there indeed is a Granger …
Persistent link: https://www.econbiz.de/10012242861
Saved in:
4
Risk characteristics of real estate related securities : an extension of Liu and Mei (1992)
Liao, Hsien-hsing
;
Mei, Jianping
- In:
The journal of real estate research
16
(
1998
)
3
,
pp. 279-290
Persistent link: https://www.econbiz.de/10001255746
Saved in:
5
CMBS market evolution and emerging risks
An, Xudong
;
Cordell, Larry
;
Smith, Nicholas
-
2023
-
Revised December 2023
Persistent link: https://www.econbiz.de/10014445338
Saved in:
6
A common risk factor and the correlation between equity anda corporate bond returns
Demirovic, Amer
;
Kabiri, Ali
;
Tuckett, David
;
Nyman, Rickard
- In:
The journal of asset management
21
(
2020
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10012292757
Saved in:
7
Stock return expectations in the credit market
Byström, Hans N. E.
- In:
International review of financial analysis
56
(
2018
),
pp. 85-92
Persistent link: https://www.econbiz.de/10012006222
Saved in:
8
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
9
Extreme illiquidity and cross-sectional corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
;
Wu, Di
- In:
Journal of financial markets
68
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014491074
Saved in:
10
Mortgage
payments and equity premium puzzle
Sing, Tien-foo
;
Zou, Yiheng
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 376-388
Persistent link: https://www.econbiz.de/10014249158
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