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Skinner, Frank S. - In: Journal of banking & finance 22 (1998) 3, pp. 321-345

Persistent link: https://www.econbiz.de/10001238387

The original maturity of corporate bonds : the influence of credit rating, asset maturity, security, and macroeconomic conditions

Bali, Geetanjali; Skinner, Frank S. - In: The financial review : the official publication of the … 41 (2006) 2, pp. 187-203

Persistent link: https://www.econbiz.de/10003327448

Can US stocks provide a safe haven from interest and inflation risk? : a sector level examination of the response to unanticipated nominal, real interest and inflation rate shocks

González Pérez, María de la O; Jareño, Francisco; … - 2015

Persistent link: https://www.econbiz.de/10010520772

Predicting the direction of interest rate movements

Papageorgiou, Nicolas; Skinner, Frank S. - In: The journal of fixed income 11 (2001) 4, pp. 87-95

Persistent link: https://www.econbiz.de/10001701726

An empirical study of credit default swaps

Skinner, Frank S.; Díaz Pérez, Antonio - In: The journal of fixed income 13 (2003) 1, pp. 28-38

Persistent link: https://www.econbiz.de/10001782459

Hedging corporate bonds with stock index futures : a world of caution

Clare, Andrew D.; Ionnides, Michalis; Skinner, Frank S. - In: The journal of fixed income 10 (2000) 2, pp. 25-34

Persistent link: https://www.econbiz.de/10001530294

The financial crisis impact : an industry level analysis of the US stock market

Barroso, María de la O; Jareño, Francisco; Skinner, … - In: Applied econometrics and international development 17 (2017) 2, pp. 61-74

Persistent link: https://www.econbiz.de/10011948462

Can US Stocks Provide a Safe Haven from Interest and Inflation Risk? A Sector Level Examination of the Response to Unanticipated Nominal, Real Interest and Inflation Rate Shocks

Gonzalez, Maria - 2016

This paper examines the relation between stock returns and unexpected changes in nominal and real interest rates and inflation for the US stock market. With the exception of Sweeney and Warga (1986), we are the first to examine this relation in detail by breaking the results down from the US...

Persistent link: https://www.econbiz.de/10013005115