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1
An interest-rate model with regime-switching mean-reversion level
Grimm, Stefanie
-
2017
-
1. Auflage
Persistent link: https://www.econbiz.de/10011646074
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Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze
;
Koh, Winston T. H.
;
Ramaswamy, Krishna
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003339377
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3
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
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4
Longevity
bond
pricing under the threshold CIR model
Dong, Fangyuan
;
Wong, Hoi Ying
- In:
Finance research letters
15
(
2015
),
pp. 195-207
Persistent link: https://www.econbiz.de/10011553193
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5
Chancen und Risiken der Finanzierung von Investitionen durch die Emission von Konsols
Schwander, Dunja
-
1997
Persistent link: https://www.econbiz.de/10000626618
Saved in:
6
Essays on term structure modeling : estimation, nonlinearities and immunization
Archontakis, Theofanis
-
2007
Persistent link: https://www.econbiz.de/10003637458
Saved in:
7
Long-term interest and consol
bond
valuation
Dempster, Michael A. H.
;
Medova, Elena A.
;
Villaverde, …
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 113-135
Persistent link: https://www.econbiz.de/10008663609
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8
Bad
bond
math : an object lesson using Bloomberg's after-tax yields on market discount bonds
Smith, Donald J.
- In:
The journal of wealth management
15
(
2012/13
)
4
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pp. 61-67
Persistent link: https://www.econbiz.de/10009721807
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Interest rate risk of
bond
prices on Macedonian Stock Exchange - empirical test of the duration, modified duration and convexity and bonds valuation
Ivanovski, Zoran
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Stojanovski, Toni Draganov
; …
- In:
Economic research
26
(
2013
)
3
,
pp. 47-62
Persistent link: https://www.econbiz.de/10010196415
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Debt analysts' views of debt-equity conflicts of interest
De Franco, Gus
;
Vasvari, Florin P.
;
Vyas, Dushyantkumar
; …
- In:
The accounting review : a publication of the American …
89
(
2014
)
2
,
pp. 571-604
Persistent link: https://www.econbiz.de/10010407242
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