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Relationship between Treasury bills and Eurodollars : theoretical and empirical analysis
Lee, Cheng F.; Shrestha, Keshab; Welch, Robert L. - In: Review of quantitative finance and accounting 28 (2007) 2, pp. 163-185
Persistent link: https://www.econbiz.de/10003492789
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An arbitrage-free model of the yield gap
Spencer, Peter D. - In: The Manchester School 67 (1999) Suppl, pp. 116-133
Persistent link: https://www.econbiz.de/10001413122
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Day-of-the-week effects in financial futures : an analysis of GNMA, T-bond, T-note, and T-bill contracts
Tashjian, Elizabeth - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10001102371
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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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Bond supply and excess bond returns
Greenwood, Robin; Vayanos, Dimitri - In: The review of financial studies 27 (2014) 3, pp. 663-713
Persistent link: https://www.econbiz.de/10010357862
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Do investors still gravitate to preferred habitats on the US treasury yield curve?
Dreifus, Kenneth S.; DeCandia, Angelo; Goldberg, Elliot; … - In: Business and Economic Research : BER 8 (2018) 2, pp. 214-229
Persistent link: https://www.econbiz.de/10011862578
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Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.; Crosby, John; Gao, Xiaohui; Hansen, … - In: Journal of financial economics 150 (2023) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
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Euro corporate bonds risk factors
Castagnetti, Carolina (contributor);  … - 2006
This paper investigates the determinants of credit spread changes on bonds denominated in euro. The analysis is carried out using a panel data on euro bonds. We try to asses the relative importance of market and idiosyncratic factors in explaining the movements in credit spread. Because credit...
Persistent link: https://www.econbiz.de/10003322005
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The impacts of risk management on investment and stock returns
Lee, Hangyong - In: Journal of economic research 11 (2006) 2, pp. 279-316
Persistent link: https://www.econbiz.de/10003472809
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Three essays on financial economics
Lee, Hangyong - 2003
Persistent link: https://www.econbiz.de/10003623717