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The optimal call strategy on and the pricing of Danish callable bond issues
Christensen, Peter Ove - 1988 - Rev
Persistent link: https://www.econbiz.de/10000813445
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A disaggregated structural model of the treasury securities, corporate bond, and equity markets : estimation and simulation results
Roley, Vernon Vance - 1980
Persistent link: https://www.econbiz.de/10000703644
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Financial assets returns, tax-clienteles and no-arbitrage conditions
Prisman, Eliezer Zeev - 1988
Persistent link: https://www.econbiz.de/10000762938
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Valuing financial flexibility
Mason, Scott P. - 1984
Persistent link: https://www.econbiz.de/10000684437
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Asset prices and real indeterminacy in equilibrium with financial markets
Werner, Jan - 1986
Persistent link: https://www.econbiz.de/10000736384
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Can security design foster household risk-taking?
Calvet, Laurent E.; Célérier, Claire; Sodini, Paolo; … - 2020
Persistent link: https://www.econbiz.de/10012238911
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Optimal bond trading with personal taxes : Implications for bond prices and estimated tax brackets and yield curves
Kōnstantinidēs, Giōrgos; Ingersoll jr., Jonathan E. - 1983
Persistent link: https://www.econbiz.de/10002025052
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Liquidity and asset prices : a unified framework
Vayanos, Dimitri; Wang, Jiang - 2009
Persistent link: https://www.econbiz.de/10003918890
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A proposal for the resolution of systemically important assets and liabilities : the case of the repo market
Acharya, Viral V.; Öncü, T. Sabri - 2012
Persistent link: https://www.econbiz.de/10009558235
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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