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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Capital income"
~subject:"Theory"
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Capital income
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Spatt, Chester S.
2
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1
Blume, Marshall E.
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Boyle, Glenn W.
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Cornell, Bradford
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1
Dammon, Robert Mark
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Green, Kevin
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Han, Bing
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Hochman, Shalom J.
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The journal of finance : the journal of the American Finance Association
Journal of banking & finance
39
The journal of fixed income
38
Finance research letters
33
NBER working paper series
22
Working paper / National Bureau of Economic Research, Inc.
22
The review of financial studies
18
Journal of financial economics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
International review of economics & finance : IREF
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NBER Working Paper
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Economics letters
11
Applied financial economics
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Discussion paper / Centre for Economic Policy Research
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International review of financial analysis
10
Journal of empirical finance
10
Journal of financial and quantitative analysis : JFQA
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Research paper series / Swiss Finance Institute
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Risks : open access journal
10
The journal of fixed income : JFI
10
Applied mathematical finance
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Discussion paper
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Discussion papers / CEPR
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IMF working papers
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Insurance / Mathematics & economics
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International journal of theoretical and applied finance
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Journal of financial markets
9
The handbook of fixed income securities
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Working paper
9
Applied economics letters
8
CREATES research paper
8
Economic modelling
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Finance and economics discussion series
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Gabler Edition Wissenschaft
8
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Wiley finance series
8
Advances in futures and options research : a research annual
7
Finance : revue de l'Association Française de Finance
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1
Stochastic volatilities and correlations of bond yields
Han, Bing
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
Saved in:
2
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:
3
Optimal asset location and allocation with taxable and tax-deferred investing
Dammon, Robert Mark
;
Spatt, Chester S.
;
Zhang, Harold H.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 999-1037
Persistent link: https://www.econbiz.de/10002094319
Saved in:
4
Exploiting the conditional density in estimating the term structure : an application to the Cox, Ingersoll, and Ross model
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
4
,
pp. 1279-1304
Persistent link: https://www.econbiz.de/10001171966
Saved in:
5
No arbitrage and arbitrage pricing : a new approach
Bansal, Ravi
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1231-1262
Persistent link: https://www.econbiz.de/10001152159
Saved in:
6
Tax-induced intra-year patterns in bonds yields
Hochman, Shalom J.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 331-344
Persistent link: https://www.econbiz.de/10001141539
Saved in:
7
Returns and volatility of low-grade bonds 1977 - 1989
Blume, Marshall E.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001106454
Saved in:
8
The investment performance of low-grade bond funds
Cornell, Bradford
- In:
The journal of finance : the journal of the American …
46
(
1991
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10001106455
Saved in:
9
Event risk: an analysis of losses to bondholders and "super poison put" bond covenants
Crabbe, Leland E.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 689-706
Persistent link: https://www.econbiz.de/10001108675
Saved in:
10
International interest rates, exchange rates, and the stochastic structure of supply
Boyle, Glenn W.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 655-671
Persistent link: https://www.econbiz.de/10001089787
Saved in:
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