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Caporale, Guglielmo Maria
73
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69
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67
Gupta, Rangan
67
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62
Acemoglu, Daron
58
Mankiw, Nicholas Gregory
56
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56
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54
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47
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47
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46
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45
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44
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44
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41
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41
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40
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40
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39
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38
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36
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35
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35
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35
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35
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35
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35
Lettau, Martin
34
Poterba, James M.
34
Prescott, Edward C.
34
Rudebusch, Glenn D.
34
Reis, Ricardo
33
Shleifer, Andrei
33
Stambaugh, Robert F.
33
Zeckhauser, Richard
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Bekaert, Geert
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Bollerslev, Tim
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The review of financial studies
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464
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Journal of financial economics
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Economics letters
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ECONIS (ZBW)
47,546
RePEc
7
ArchiDok
2
BASE
1
EconStor
1
USB Cologne (EcoSocSci)
1
Showing
1
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1
Bond
risk premia in consumption-based models
Creal, Drew
;
Wu, Jing Cynthia
-
2016
Persistent link: https://www.econbiz.de/10011476470
Saved in:
2
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
Saved in:
3
The expected spot rate and risk premium components of treasury bill futures rates
Pilotte, Eugene A.
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10001183631
Saved in:
4
The Flight-to-Liquidity Premium in U.S. Treasury
Bond
Prices
Longstaff, Francis A.
-
2002
We examine whether there is a flight-to-liquidity premium in Treasury
bond
prices by comparing them with prices of …
Persistent link: https://www.econbiz.de/10012787067
Saved in:
5
The Flight-to-Liquidity Premium in U.S. Treasury
Bond
Prices
Longstaff, Francis A.
-
2002
We examine whether there is a flight-to-liquidity premium in Treasury
bond
prices by comparing them with prices of …
Persistent link: https://www.econbiz.de/10012469394
Saved in:
6
High-yield bonds : analysis and risk assessment
Altman, Edward I.
(
contributor
); …
-
1990
Persistent link: https://www.econbiz.de/10000330114
Saved in:
7
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
- In:
The review of financial studies
23
(
2010
)
2
,
pp. 645-703
Persistent link: https://www.econbiz.de/10003941680
Saved in:
8
Pricing risky debt : an empirical comparison of the Longstaff and Schwartz and Merton models
Wei, David Guoming
- In:
The journal of fixed income
7
(
1997
)
2
,
pp. 8-28
Persistent link: https://www.econbiz.de/10001229964
Saved in:
9
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
-
2018
Persistent link: https://www.econbiz.de/10011900163
Saved in:
10
Commonality in liquidity in the US corporate
bond
market
Bethke, Sebastian
- In:
Essays on the determinants of corporate bond yield spreads
,
(pp. 86-129)
.
2016
Persistent link: https://www.econbiz.de/10011733594
Saved in:
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