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Junk bond holdings, premium tax offsets, and risk exposure at life insurance companies
Brewer, Elijah; Mondschean, Thomas H. - 1993
Persistent link: https://www.econbiz.de/10000892095
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How to estimate the yield curve and the forward rate curve by means of bond prices?
Delbaen, F.; Lorimier, S. - 1992
Persistent link: https://www.econbiz.de/10000136405
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Credit Spreads und ihre Determinanten : eine empirische Analyse für Deutschland
Rottmann, Horst; Seitz, Franz - In: Kredit und Kapital 41 (2008) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10003715877
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Bond positions, expectations, and the yield curve
Piazzesi, Monika (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003732148
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A two-factor model for stochastic mortality with parameter uncertainty : theory and calibration
Cairns, Andrew (contributor); Blake, David (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003329670
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Modelling conditional volatility of risk premia on fixed income instruments
Drakos, Kōnstantinos - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 13-28
Persistent link: https://www.econbiz.de/10003791124
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Modelling conditional volatility of risk premia on fixed income instruments
Drakos, Kōnstantinos - In: International economics & finance journal : (IEFJ) 1 (2006) 2, pp. 313-328
Persistent link: https://www.econbiz.de/10003791229
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Explaining the Bond-CDS Basis : the role of credit risk and liquidity
Bühler, Wolfgang; Gehde-Trapp, Monika - In: Risikomanagement und kapitalmarktorientierte …, (pp. 375-402). 2009
Persistent link: https://www.econbiz.de/10003861246
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Revisiting the predictability of bond risk premia
Thornton, Daniel L.; Valente, Giorgio - 2009
Persistent link: https://www.econbiz.de/10003820335
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003891547