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subject:"Risk premium"
~isPartOf:"Research in international business and finance"
~subject:"Option pricing theory"
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Risk premium
Option pricing theory
Yield curve
26
Zinsstruktur
26
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10
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9
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9
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7
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Ahsan, Amirul
2
Azad, A. S. M. Sohel
2
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Cooper, Peter
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Boonlert Jitmaneeroj
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Siriopoulos, Costas
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Research in international business and finance
Journal of banking & finance
68
International journal of theoretical and applied finance
47
Journal of financial economics
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
The journal of fixed income
34
Journal of international money and finance
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Finance research letters
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International review of economics & finance : IREF
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Applied mathematical finance
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Journal of empirical finance
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The journal of computational finance
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The review of financial studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
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The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Review of derivatives research
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The North American journal of economics and finance : a journal of financial economics studies
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Quantitative finance
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Review of finance : journal of the European Finance Association
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The journal of futures markets
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International journal of financial engineering
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Journal of money, credit and banking : JMCB
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Risks : open access journal
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The quarterly journal of finance
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Asia-Pacific financial markets
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Economics letters
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Journal of monetary economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Corporate bond liquidity and yield spreads : a review
Goldstein, Michael A.
;
Namin, Elmira Shekari
- In:
Research in international business and finance
65
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014432492
Saved in:
2
Seeking causality between liquidity risk and credit risk : TED-OIS spreads and CDS indexes
Gunay, Samet
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012548552
Saved in:
3
Determinants of emerging markets' financial health : a panel data study of sovereign bond spreads
Tebaldi, Edinaldo
;
Nguyen, Hana
;
Zuluaga, John
- In:
Research in international business and finance
45
(
2018
),
pp. 82-93
Persistent link: https://www.econbiz.de/10011983202
Saved in:
4
What determines the Japanese corporate credit spread? : a new evidence
Azad, A. S. M. Sohel
;
Chazi, Abdelaziz
;
Cooper, Peter
; …
- In:
Research in international business and finance
45
(
2018
),
pp. 349-356
Persistent link: https://www.econbiz.de/10011983288
Saved in:
5
Is Thailand's credit default swap market linked to bond and stock markets? : evidence from the term structure of credit spreads
Boonlert Jitmaneeroj
- In:
Research in international business and finance
46
(
2018
),
pp. 324-341
Persistent link: https://www.econbiz.de/10011983668
Saved in:
6
Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread : a threshold vector error correction approach
Evgenidis, Anastasios
;
Tsagkanos, Athanasios
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011876475
Saved in:
7
What determines the Japanese corporate credit spread? : a new evidence
Azad, A. S. M. Sohel
;
Chazi, Abdelaziz
;
Cooper, Peter
; …
- In:
Research in international business and finance
41
(
2017
),
pp. 354-361
Persistent link: https://www.econbiz.de/10011914512
Saved in:
8
On the determinants of expected corporate bond returns in Tunisia
Hammami, Yacine
;
Bahri, Maha
- In:
Research in international business and finance
38
(
2016
),
pp. 224-235
Persistent link: https://www.econbiz.de/10011640643
Saved in:
9
The international transmission of risk : causal relations among developed and emerging countries' term premia
Espinosa-Torres, Juan Andrés
;
Gómez González, José …
- In:
Research in international business and finance
37
(
2016
),
pp. 646-654
Persistent link: https://www.econbiz.de/10011595435
Saved in:
10
Accounting data and the credit spread : an empirical investigation
Demirovic, Amer
;
Tucker, Jon
;
Guermat, Cherif
- In:
Research in international business and finance
34
(
2015
),
pp. 233-250
Persistent link: https://www.econbiz.de/10011326310
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