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How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?
Lin, Zhongguo - 2019
bond inter-dealer platform to investigate price-order-flow dynamics from July 2005 until December 2011 for Germany, France …
Persistent link: https://www.econbiz.de/10012860881
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How did order-flow impact bond prices during the European sovereign debt crisis?
Lin, Zhongguo; Hamill, Philip; Li, Youwei; Sun, Zhuowei; … - In: International review of economics & finance : IREF 67 (2020), pp. 13-24
Persistent link: https://www.econbiz.de/10012440179
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Três ensaios em teoria das decisões financeiras : a racionalidade nos mercados, a carteira de ações da corretora e o preço da ORTN cambial
Oliveira, Luiz Guilherme Schymura de - 1991 - 1. ed
Persistent link: https://www.econbiz.de/10000855398
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Interest rate risk of bond prices on Macedonian Stock Exchange - empirical test of the duration, modified duration and convexity and bonds valuation
Ivanovski, Zoran; Stojanovski, Toni Draganov; … - In: Economic research 26 (2013) 3, pp. 47-62
Persistent link: https://www.econbiz.de/10010196415
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Exploiting the conditional density in estimating the term structure : an application to the Cox, Ingersoll, and Ross model
Pearson, Neil D. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1279-1304
Persistent link: https://www.econbiz.de/10001171966
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Bond Pricing Pedagogy and One-Step Bond Pricing
Arnold, Tom - 2012
Pricing bonds is generally one of the earliest applications of time value of money in a finance curriculum. A bond … security. This paper works through the pedagogy of bond pricing and extends the traditional bond pricing formula in a manner … about bond pricing and the time value of money …
Persistent link: https://www.econbiz.de/10013104140
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Do bond credit ratings lead to excess comovement?
Raffestin, Louis - In: Journal of banking & finance 85 (2017), pp. 41-55
Persistent link: https://www.econbiz.de/10011816848
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De jure benchmark bonds
Remolona, Eli M.; Yetman, James - 2020
Persistent link: https://www.econbiz.de/10012533915
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Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
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A Global Factor in Variance Risk Premia and Local Bond Pricing
Kaminska, Iryna - 2015
. The impact of this time-varying risk aversion proxy on bond risk premia is then analysed within an arbitrage-free term … discount factor, we find that the risk aversion factor has significantly affected UK government bond yields. The changes in the …
Persistent link: https://www.econbiz.de/10013009853