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Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
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Corporate bond ratings, underwriters’ reputation and cost of bonds
Chen, Chao; Zhao, Yang; Zhao, Yu - In: Asia-Pacific journal of accounting & economics : … 26 (2019) 1/2, pp. 1-16
Persistent link: https://www.econbiz.de/10012173902
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Monetary policy, bond returns and debt dynamics
Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136
Persistent link: https://www.econbiz.de/10011381760
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Natural rate chimera and bond pricing reality
Brand, Claus; Goy, Gavin; Lemke, Wolfgang - 2020
Incorporating arbitrage-free term-structure dynamics into a semi-structural macro-model, we jointly estimate the real equilibrium interest rate (r*), trend inflation, and term premia for the United States and the euro area, using a Bayesian approach. The natural real rate and trend inflation are...
Persistent link: https://www.econbiz.de/10012425011
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Corporate yields and sovereign yields
Bevilaqua, Julia; Hale, Galina; Tallman, Eric - In: Journal of international economics 124 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012590677
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Chinese write-down bonds : issuance and bank capital structure
Li, P.; Han, Y.; Lin, S.; Qiao, T. - In: Quantitative finance 20 (2020) 12, pp. 2055-2065
Persistent link: https://www.econbiz.de/10012313553
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No arbitrage theory for bond markets
Klein, Irene; Schmidt, Thorsten; Teichmann, Josef - In: Advanced modelling in mathematical finance : in honour …, (pp. 381-421). 2016
Persistent link: https://www.econbiz.de/10011800388
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Long-run bulls and bears
Albuquerque, Rui; Eichenbaum, Martin S.; Papanikolaou, … - In: Journal of monetary economics 76 (2015), pp. 21-36
Persistent link: https://www.econbiz.de/10011488090
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Can a financial transaction tax prevent stock price booms?
Adam, Klaus; Beutel, Johannes; Marcet, Albert; Merkel, … - In: Journal of monetary economics 76 (2015), pp. 90-109
Persistent link: https://www.econbiz.de/10011488204
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Intertemporal equilibrium with financial asset and physical capital
Le Van, Cuong; Pham, Ngoc-Sang - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 155-199
Persistent link: https://www.econbiz.de/10011554134