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Stock returns and the term structure
Campbell, John Y. - 1985
Persistent link: https://www.econbiz.de/10000684957
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La struttura dei rendimenti per scadenza secondo il modello de Cox, Ingersoll e Ross : una verifica empirica
Barone, Emilio; Cuoco, Domenico; Zautzik, Z. - 1989
Persistent link: https://www.econbiz.de/10000778900
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Parsimoneous modeling of yield curves for U.S. Treasury bills
Nelson, Charles R.; Siegel, Andrew F. - 1985
Persistent link: https://www.econbiz.de/10000685332
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Preisbestimmende Faktoren bei SFR US-$ Doppelwährungsanleihen
Weisskopf, Dieter R. - 1985
Persistent link: https://www.econbiz.de/10000697087
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The empirical implications of the Cox, Ingersoll, Ross theory of the term structure of interest rates
Brown, Stephen J. - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 617-630
Persistent link: https://www.econbiz.de/10001047824
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Preferred-habitat investors and the US term structure of real rates
Kaminska, Iryna; Vayanos, Dimitri; Zinna, Gabriela - 2011
We estimate structurally a model of the term structure of interest rates that is consistent with no arbitrage but allows for demand pressures. The term structure in our model is determined through the interaction of risk-averse arbitrageurs and preferred-habitat investors with preferences for...
Persistent link: https://www.econbiz.de/10008907766
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Risk premiums in the term structure : evidence from artificial economies
Backus, David K.; Gregory, Allan W.; Zin, Stanley E. - 1986 - Rev.
Persistent link: https://www.econbiz.de/10003478954
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Preferred-habitat investors and the US term structure of real rates
Kaminska, Iryna; Vayanos, Dimitri; Zinna, Gabriele - 2011
Persistent link: https://www.econbiz.de/10009244096
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Arbitragefreie Zinsstruktur börsenorientierter Bundeswertpapiere?
Lobe, Sebastian - In: Betriebswirtschaftliche Forschung und Praxis : BFuP 67 (2015) 5, pp. 554-561
Der folgende Beitrag untersucht empirisch einen wegweisenden Sachverhalt, auf den Hering (1999) aufmerksam gemacht hat. Hering (1999) zeigt, dass eine Verschärfung der starken Arbitragefreiheitsbedingung nötig ist, da sonst Arbitragemöglichkeiten auftreten können. Für einen 42-jährigen...
Persistent link: https://www.econbiz.de/10011398402
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Income bonds
Kraal, A.; Verhoeven, L. J. - 1979
Persistent link: https://www.econbiz.de/10002247318