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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Staff working papers / Bank of England"
~isPartOf:"The journal of fixed income"
~subject:"Yield curve"
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Search: subject_exact:"Capital asset pricing model"
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Yield curve
CAPM
117
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Option pricing theory
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29
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24
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Rebonato, Riccardo
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Cornell, Bradford
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International journal of theoretical and applied finance
Staff working papers / Bank of England
The journal of fixed income
Journal of financial economics
26
NBER working paper series
17
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14
The review of financial studies
14
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ECONIS (ZBW)
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No-arbitrage pricing of GDP-linked bonds
Eguren-Martin, Fernando
;
Meldrum, Andrew
;
Yan, Wen
-
2020
Persistent link: https://www.econbiz.de/10012202970
Saved in:
2
Back to the real economy : the effects of risk perception shocks on the term premium and bank lending
Bluwstein, Kristina
;
Yung, Julieta
-
2019
Persistent link: https://www.econbiz.de/10012201135
Saved in:
3
Exchange rate risk and business cycles
Lloyd, Simon
;
Marin, Emile A
-
2020
Persistent link: https://www.econbiz.de/10012534804
Saved in:
4
A global factor in variance risk premia and local bond pricing
Kaminska, Iryna
;
Roberts-Sklar, Matt
-
2015
Persistent link: https://www.econbiz.de/10011443308
Saved in:
5
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
6
Yields versus expected returns of corporate bonds : some unexpected results
Beliaeva, Natalia A.
;
Koh, Rachel Kyungyeon
;
Nawalkha, …
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10011803834
Saved in:
7
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
8
Affine models with stochastic market price of risk
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011687047
Saved in:
9
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
10
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
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