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21
Tests of an international capital asset pricing model with stocks and government bonds and regime switching prices of risk and intercepts
Fearnley, Tom A.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864770
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22
Determinants of the relative price impact of unanticipated information in U.S. macroeconomic releases
Hess, Dieter
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2003
Persistent link: https://www.econbiz.de/10001865112
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23
Determinants of the relative price impact of unanticipated information in US macroeconomic releases
Hess, Dieter
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001908030
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24
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
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1999
Persistent link: https://www.econbiz.de/10001456528
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25
Macroeconomic announcement effects on the covariance structure of government bond returns
Christiansen, Charlotte
- In:
Journal of empirical finance
7
(
2000
)
5
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pp. 479-507
Persistent link: https://www.econbiz.de/10001545283
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26
Time variations and covariations in the expectation and volatility of stock market returns
Whitelaw, Robert F.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 515-541
Persistent link: https://www.econbiz.de/10001169032
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27
Exploiting the conditional density in estimating the term structure : an application to the Cox, Ingersoll, and Ross model
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
4
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pp. 1279-1304
Persistent link: https://www.econbiz.de/10001171966
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28
The effect of municipal bond rating change announcements on seasoned bond prices
Marks, Barry R.
- In:
Municipal finance journal : the state and local …
15
(
1994
)
3
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pp. 17-35
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29
Macroeconomic news and bond market volatility
Jones, Charles M.
- In:
Journal of financial economics
47
(
1998
)
3
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pp. 315-337
Persistent link: https://www.econbiz.de/10001234960
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30
Segmentation in the treasury bill market : evidence from cash management bills
Simon, David P.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
1
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pp. 97-108
Persistent link: https://www.econbiz.de/10001102363
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