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Term structure of interest rates and the pricing of fixed income claims and bonds

Marsh, Terry Alan - 1994 - Rev

Persistent link: https://www.econbiz.de/10000878739

Asset pricing model specification and the term structure evidence

Marsh, Terry Alan - 1985

Persistent link: https://www.econbiz.de/10000684448

Variations in economic uncertainty and risk premiums on capital assets

Gennotte, Gerard - In: European economic review : EER 37 (1993) 5, pp. 1021-1041

Persistent link: https://www.econbiz.de/10001147374

Alpha signals, smart betas, and factor model alignment

Marsh, Terry Alan; Pfleiderer, Paul - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 51-66

Persistent link: https://www.econbiz.de/10011686687

Why doesn't the Black- Scholes Model fit Japanese warrants and convertible bonds?

Kuwahara, Hiroto; Marsh, Terry Alan - In: International review of finance 1 (2000) 3, pp. 195-227

Persistent link: https://www.econbiz.de/10001666870

Measuring tail thickness under GARCH and an application to extreme exchange rate changes

Wagner, Niklas F.; Marsh, Terry Alan - In: Journal of empirical finance 12 (2005) 1, pp. 165-185

Persistent link: https://www.econbiz.de/10002644047

Flight to quality and asset allocation in a financial crisis

Marsh, Terry Alan; Pfleiderer, Paul - In: Financial analysts' journal : FAJ 69 (2013) 4, pp. 43-57

Persistent link: https://www.econbiz.de/10009791603

Asset prices, midterm elections, and political uncertainty

Chan, Kam Fong; Marsh, Terry Alan - In: Journal of financial economics 141 (2021) 1, pp. 276-296

Persistent link: https://www.econbiz.de/10012872632

Intertemporal capital asset pricing and the term structure of interest rates

Marsh, Terry Alan - 1981

Persistent link: https://www.econbiz.de/10002439237

Asset Pricing Model Specification and the Term Structure Evidence

Marsh, Terry A. - 1985

In this paper, a set of tests of models of relative capital asset pricesis developed. The tests are used to examine how well the models explain maturity premiums on Government bonds, though they are perfectly general and hence could be applied to stocks or other assets. Allowance is made in the...

Persistent link: https://www.econbiz.de/10012477470