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11
Are stocks really riskier than bonds?
Jung, Chulho
;
Shambora, William
;
Choi, Kyongwook
- In:
Applied economics
42
(
2010
)
4/6
,
pp. 403-412
Persistent link: https://www.econbiz.de/10003951908
Saved in:
12
An analytical approach for systematic
risk
sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
13
Why don't the prices of stocks and bonds move together?
Barsky, Robert B.
-
1986
Persistent link: https://www.econbiz.de/10000716645
Saved in:
14
A multivariate conditional CAPM with threshold ARCH specifications
Hamelink, Foort
;
Hoesli, Martin
- In:
Advances in investment analysis and portfolio …
5
(
1998
),
pp. 217-234
Persistent link: https://www.econbiz.de/10001404521
Saved in:
15
Convertible debt : valuation and conversion in complex capital structures
Lewis, Craig M.
- In:
Journal of banking & finance
15
(
1991
)
3
,
pp. 665-682
Persistent link: https://www.econbiz.de/10001108345
Saved in:
16
Scaling factors in estimation of time-nonseparable utility functions
Ni, Shawn X.
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 234-240
Persistent link: https://www.econbiz.de/10001222423
Saved in:
17
Measuring the predictable variation in stock and
bond
returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
Saved in:
18
A monetary explanation of the equity premium, term premium, and
risk
-free rate puzzles
Bansal, Ravi
- In:
Journal of political economy
104
(
1996
)
6
,
pp. 1135-1171
Persistent link: https://www.econbiz.de/10001212368
Saved in:
19
Anomalies: the equity premium puzzle
Siegel, Jeremy J.
- In:
The journal of economic perspectives : EP ; a journal …
11
(
1997
)
1
,
pp. 191-200
Persistent link: https://www.econbiz.de/10001217921
Saved in:
20
Convertible call policies : an empir. analysis of an information-signaling hypothesis
Ofer, Aharon R.
- In:
Journal of financial economics
1
(
1987
),
pp. 91-108
Persistent link: https://www.econbiz.de/10001032355
Saved in:
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