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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Campbell, John Y."
~person:"Li, Haitao"
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ECONIS (ZBW)
6
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Interest
rate
caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Saved in:
2
A model of mortgage default
Campbell, John Y.
;
Cocco, João F.
- In:
The journal of finance : the journal of the American …
70
(
2015
)
4
,
pp. 1495-1554
Persistent link: https://www.econbiz.de/10011449026
Saved in:
3
Unspanned stochastic volatility : evidence from hedging
interest
rate
derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
Saved in:
4
Asset pricing at the millennium
Campbell, John Y.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1515-1567
Persistent link: https://www.econbiz.de/10001505403
Saved in:
5
What moves the stock and bond markets? : A variance decomposition for long-term asset returns
Campbell, John Y.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10001141551
Saved in:
6
A defense of traditional hypotheses about the term structure of interest rates
Campbell, John Y.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 183-193
Persistent link: https://www.econbiz.de/10001008805
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