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ECONIS (ZBW)
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1
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:
2
The US public debt valuation puzzle
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
- In:
Econometrica : journal of the Econometric Society, an …
92
(
2024
)
4
,
pp. 1309-1347
Persistent link: https://www.econbiz.de/10015048053
Saved in:
3
Essays on term structure modeling : estimation, nonlinearities and immunization
Archontakis, Theofanis
-
2007
Persistent link: https://www.econbiz.de/10003637458
Saved in:
4
Essays in financial economics
Greenwood, Robin
-
2002
Persistent link: https://www.econbiz.de/10003779960
Saved in:
5
The maturity of debt issues and predictable variation in
bond
returns
Baker, Malcolm
;
Greenwood, Robin
;
Wurgler, Jeffrey
- In:
Journal of financial economics
70
(
2003
)
2
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001820221
Saved in:
6
Binominal pricing of fixed-income securities for increasing and decreasing interest rate cases
Johnson, Robert S.
;
Zuber, Richard A.
;
Gandar, John M.
- In:
Applied financial economics
16
(
2006
)
14
,
pp. 1029-1046
Persistent link: https://www.econbiz.de/10003377862
Saved in:
7
The amortization of fixed assets in terms of deferred taxes
Tulvinschi, Mihaela
- In:
Theoretical and applied economics : GAER review
19
(
2012
)
7
,
pp. 53-64
Persistent link: https://www.econbiz.de/10009675652
Saved in:
8
Bond
risk premia in consumption-based models
Creal, Drew
;
Wu, Jing Cynthia
-
2016
Persistent link: https://www.econbiz.de/10011476470
Saved in:
9
Term structure dynamics in
theory
and reality
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
Saved in:
10
Spanning rates as factors in derivative term struture models :
theory
, empirical analysis and implementation
Haab, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001462593
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