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Fixed Income Arbitrage in a Financial Crisis (B) : US Treasuries in December 2008
Taliaferro, Ryan - 2012
may be used: to review bond valuation and associated measures of bonds' price-sensitivities to interest rates; to review …
Persistent link: https://www.econbiz.de/10013109994
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A VAR-based factor decomposition to the term structure of treasury bonds
Zhao, Mengxue; Xie, Dejun; Edwards, David A.; Liu, Yujian - In: International journal of monetary economics and finance … 15 (2022) 6, pp. 585-613
Persistent link: https://www.econbiz.de/10014320543
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Would large-scale asset purchases have helped in the 1930s? : an investigation of the responsiveness of bond yields from the 1930s to changes in debt levels
Landon-Lane, John S. - In: Current Federal Reserve policy under the lens of …, (pp. 241-266). 2015
Persistent link: https://www.econbiz.de/10010511333
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The impact of treasury supply on financial sector lending and stability
Krishnamurthy, Arvind; Vissing-Jørgensen, Annette - 2015
Persistent link: https://www.econbiz.de/10011317981
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Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds : implications for the true after-tax spot rate
Daves, Phillip R.; Ehrhardt, Michael C. - In: Applied financial economics 21 (2011) 10/12, pp. 695-705
Persistent link: https://www.econbiz.de/10009231606
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Yet another view on why a home is one's castle
Hasanov, Fuad; Dacy, Douglas C. - In: Real estate economics : journal of the American Real … 37 (2009) 1, pp. 23-41
Persistent link: https://www.econbiz.de/10003828136
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A multivariate model of strategic asset allocation
Campbell, John Y.; Chan, Yeung Lewis; Viceira, Luis M. - In: Journal of financial economics 67 (2003) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10001728943
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A multivariate model of strategic asset allocation
Campbell, John Y.; Chan, Yeung Lewis; Viceira, Luis M. - 2001
Persistent link: https://www.econbiz.de/10001624453
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The demise of the 30-year Treasury bond as a benchmark for pricing fixed-income securities : there are some good alternatives
Jones, David Milton - In: Business economics : the journal of the National … 35 (2000) 4, pp. 16-24
Persistent link: https://www.econbiz.de/10001534903
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Diminishing Treasury supply : implications and benchmark alternatives
Zamsky, Steven A. - In: Business economics : the journal of the National … 35 (2000) 4, pp. 25-32
Persistent link: https://www.econbiz.de/10001534911