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A test of the Cox, Ingersoll, and Ross model of the term structure
Gibbons, Michael R. - In: The review of financial studies 6 (1993) 3, pp. 619-658
Persistent link: https://www.econbiz.de/10001159893
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Building green without losing green : managing risks in sustainable design and construction contracts
Gibbons, Michael R. - In: The real estate finance journal 25 (2009/10) 3, pp. 51-76
Persistent link: https://www.econbiz.de/10003918108
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On the volatitlity of bond prices
Gibbons, Michael R. - In: Carnegie Rochester conference series on public policy : … (1989), pp. 139-176
Persistent link: https://www.econbiz.de/10001109747
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Empirical tests of the consumption-oriented CAPM
Breeden, Douglas T. - In: The journal of finance : the journal of the American … 44 (1989) 2, pp. 231-262
Persistent link: https://www.econbiz.de/10001072951
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A dynamic model for the forward curve
Chua, Choong Tze; Foster, Dean P.; Ramaswamy, Krishna; … - In: The review of financial studies 21 (2008) 1, pp. 265-310
Persistent link: https://www.econbiz.de/10003716162
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Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze; Koh, Winston T. H.; Ramaswamy, Krishna - In: The journal of fixed income 15 (2006) 4, pp. 20-33
Persistent link: https://www.econbiz.de/10003339377
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A recursive parameter estimation technique for term structure models
Chua, Choong Tze; Ramaswamy, Krishna - In: The journal of fixed income 20 (2010/11) 3, pp. 97-110
Persistent link: https://www.econbiz.de/10008858595
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Comparing returns of US treasuries versus equities : implications for market and portfolio efficiency
Chua, Choong Tze; Koh, Winston T. H.; Ramaswamy, Krishna - In: Applied financial economics 15 (2005) 17, pp. 1213-1218
Persistent link: https://www.econbiz.de/10003228793
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Index-futures arbitrage and the behavior of stock index futures prices
MacKinlay, Archie Craig - In: The review of financial studies 1 (1988) 2, pp. 137-158
Persistent link: https://www.econbiz.de/10001106144
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The valuation of options on futures contracts
Ramaswamy, Krishna - In: The journal of finance : the journal of the American … 40 (1985) 5, pp. 1319-1340
Persistent link: https://www.econbiz.de/10001007043