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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
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Duffee, Greg
3
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
The determinants of long-term corporate debt issuances
Badoer, Dominique C.
;
James, Christopher M.
- In:
The journal of finance : the journal of the American …
71
(
2016
)
1
,
pp. 457-492
Persistent link: https://www.econbiz.de/10011561934
Saved in:
2
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
3
Are liquidity and information risks priced in the treasury bond market?
Li, Haitao
;
Wang, Junbo
;
Wu, Chunchi
;
He, Yan
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
Saved in:
4
The US Treasury buyback auctions : the cost of retiring illiquid bonds
Han, Bing
;
Longstaff, Francis A.
;
Merrill, Craig B.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
6
,
pp. 2673-2693
Persistent link: https://www.econbiz.de/10003593799
Saved in:
5
Automation versus intermediation : evidence from treasuries going off the run
Barclay, Michael J.
;
Hendershott, Terrence
;
Kotz, Kenneth
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2395-2414
Persistent link: https://www.econbiz.de/10003378713
Saved in:
6
Do behavioral biases affect prices?
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
60
(
2005
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10002645568
Saved in:
7
Economic news and the impact of trading on bond prices
Green, Tracy Clifton
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1201-1234
Persistent link: https://www.econbiz.de/10002094778
Saved in:
8
The statistical and economic role of jumps in continuous-time interest rate models
Johannes, Michael
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 227-260
Persistent link: https://www.econbiz.de/10001932051
Saved in:
9
Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.
;
Kavajecz, Kenneth A.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2623-2654
Persistent link: https://www.econbiz.de/10002502852
Saved in:
10
Modeling sovereign yield spreads : a case study of Russian debt
Duffie, Darrell
;
Pedersen, Lasse Heje
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 119-159
Persistent link: https://www.econbiz.de/10001737267
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