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CEO ability heterogeneity, board's recruiting ability and credit risk
Chen, Tsung-Kang; Liao, Hsien-hsing; Chen, Wen-Hsuan - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1005-1039
Persistent link: https://www.econbiz.de/10011797586
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Treasury bill yield curves and cointegration
Anderson, H. M.; Granger, C. W.; Hall, A. D. - 1990
Persistent link: https://www.econbiz.de/10000129170
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How to estimate the yield curve and the forward rate curve by means of bond prices?
Delbaen, F.; Lorimier, S. - 1992
Persistent link: https://www.econbiz.de/10000136405
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Five weeks in the life of the pound : interest rates, expectations and sterling's exit from ERM
Robertson, Donald; Symons, James - 1992
Persistent link: https://www.econbiz.de/10000137120
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UK stock and government bond markets : firm size, predictability and the term structure
Fraser, Patricia - 1992
Persistent link: https://www.econbiz.de/10000139397
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Quality options and hedging in Japanese government bond futures markets
Yu, Shang-wu; Theobald, Michael; Cadle, John - 1994
Persistent link: https://www.econbiz.de/10000901285
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Nonparametric smoothing of yield curves
Tanggaard, Carsten - 1995
Persistent link: https://www.econbiz.de/10000908916
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Cointegration and German bond yields
Wolters, Jürgen - 1994
Persistent link: https://www.econbiz.de/10000913033
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Structural breaks and GARCH modelling
Hall, Stephen G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000874063
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Yield curve as a cointegrated system : evidence from Australian treasury securities
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000876743