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Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R. - In: The journal of business : B 71 (1998) 2, pp. 211-252
Persistent link: https://www.econbiz.de/10001239857
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To call or not to call? : Optimal call policies for callable US Treasury bonds
Bliss, Robert R. - In: Economic review 80 (1995) 6, pp. 1-14
Persistent link: https://www.econbiz.de/10001201634
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The implied volatility of US interest rates : evidence from callable US treasuries
Bliss, Robert R.; Ronn, Ehud I. - 1995
Persistent link: https://www.econbiz.de/10000925735
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Empirical tests of two state-variable HJM models
Bliss, Robert R.; Ritchken, Peter H. - 1995
Persistent link: https://www.econbiz.de/10000925737
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Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.; Ronn, Ehud I. - 1997
Persistent link: https://www.econbiz.de/10000975260
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The stability of interest rate processes
Bliss, Robert R.; Smith, David C. - 1997
Persistent link: https://www.econbiz.de/10000985999
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Empirical tests of two state-variable Heath-Jarrow-Morton models
Bliss, Robert R. - In: Journal of money, credit and banking : JMCB 28 (1996) 3, pp. 452-476
Persistent link: https://www.econbiz.de/10001334599
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Testing the stability of implied probability density functions
Bliss, Robert R.; Panigirtzoglou, Nikolaos - In: Journal of banking & finance 26 (2002) 2/3, pp. 381-422
Persistent link: https://www.econbiz.de/10001654337
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Arbitrage-based estimation of nonstationary shifts in the term structure of interest rates
Bliss, Robert R. - In: The journal of finance : the journal of the American … 44 (1989) 3, pp. 591-610
Persistent link: https://www.econbiz.de/10001072886
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The information in long-maturity forward rates
Fama, Eugene F. - In: The American economic review 77 (1987) 4, pp. 680-692
Persistent link: https://www.econbiz.de/10001041421