Narrow search
Showing 1 - 10 of 1,372
Cover Image
Modelling the yields on Australian coupon paying bonds
Hunt, Benjamin F. - 1995
Persistent link: https://www.econbiz.de/10000986255
Cover Image
Mortgage convexity
Hanson, Samuel G. - In: Journal of financial economics 113 (2014) 2, pp. 270-299
Persistent link: https://www.econbiz.de/10010479539
Cover Image
Regional variation of mortgage yields and simultaneity bias
Jameson, Melvin Hugh - In: The journal of financial research 13 (1990) 3, pp. 211-219
Persistent link: https://www.econbiz.de/10001142843
Cover Image
Housing Yields
Colonnello, Stefano; Marfè, Roberto; Xiong, Qizhou - 2021
This paper investigates heterogeneity in residential property yields using rental and sale listings from the largest German internet real estate platform. Equipped with property-level rent-to-price ratios obtained via matching properties for sale and for rent, we show that they strongly co-move...
Persistent link: https://www.econbiz.de/10013238401
Cover Image
Geographic dependence and diversification in house price returns : the role of leverage
Heinen, Andréas; Kim, Mi Lim; Hamadi, Malika - In: Journal of financial econometrics 22 (2024) 1, pp. 297-334
Persistent link: https://www.econbiz.de/10014526319
Cover Image
Riding the yield curve : a spanning analysis
Galvani, Valentina; Landon, Stuart - 2011
Persistent link: https://www.econbiz.de/10009501300
Cover Image
Liquidity and yield curve estimation
Tsai, Shih-chuan - In: Emerging markets finance & trade : a journal of the … 48 (2012) 5, pp. 4-24
Persistent link: https://www.econbiz.de/10009761583
Cover Image
Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
Ullah, Wali; Matsuda, Yasumasa; Tsukuda, Yoshihiko - In: Economic papers : a journal of applied economics and policy 32 (2013) 4, pp. 535-560
Persistent link: https://www.econbiz.de/10010259467
Cover Image
Inferring volatility from the yield curve
Brousseau, Vincent; Durré, Alain - In: Journal of mathematical finance 5 (2015) 3, pp. 304-314
Persistent link: https://www.econbiz.de/10011438558
Cover Image
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M. - In: Applied financial economics 24 (2014) 10/12, pp. 661-669
Persistent link: https://www.econbiz.de/10010402666