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~isPartOf:"Review of finance : journal of the European Finance Association"
~isPartOf:"The journal of fixed income"
~subject:"Capital income"
~subject:"Share price"
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Review of finance : journal of the European Finance Association
The journal of fixed income
Finance and economics discussion series
11
Working paper / National Bureau of Economic Research, Inc.
10
The journal of finance : the journal of the American Finance Association
8
NBER working paper series
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2007 Business & Economics Society International Conference ; Vol. 1
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1
Bond variance risk premiums
Choi, Hoyong
;
Mueller, Philippe
;
Vedolin, Andrea
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
3
,
pp. 987-1022
Persistent link: https://www.econbiz.de/10011803777
Saved in:
2
When it cannot get better or worse : the asymmetric impact of good and bad news on bond returns in expansions and recessions
Beber, Alessandro
;
Brandt, Michael W.
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
1
,
pp. 119-155
Persistent link: https://www.econbiz.de/10003989521
Saved in:
3
Credit spread modeling with regime-switching techniques
Davies, Andrew
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 36-48
Persistent link: https://www.econbiz.de/10002682341
Saved in:
4
Parsimonious estimation of credit spreads
Jankowitsch, Rainer
;
Pichler, Stefan
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 49-63
Persistent link: https://www.econbiz.de/10002682747
Saved in:
5
Evidence on theta and convexity in treasury returns
Kang, Joseph C.
;
Chen, Andrew H.
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10001725703
Saved in:
6
Measuring equilibrium real interest rates : what can we learn form yields on indexed bonds?
Bomfim, Antúlio N.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 61-69
Persistent link: https://www.econbiz.de/10001706067
Saved in:
7
Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Prendergast, Joseph R.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 86-99
Persistent link: https://www.econbiz.de/10001549803
Saved in:
8
Erosion of principal and the rebasing illusion
Fridson, Martin S.
;
Garman, M. Christopher
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 89-98
Persistent link: https://www.econbiz.de/10001364580
Saved in:
9
Returns on Russian treasury securities 1994 - 1996 : violation of interest rate parity?
Abramov, Andrei
- In:
The journal of fixed income
7
(
1997
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001223521
Saved in:
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