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ECONIS (ZBW)
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1
Public bonds as money substitutes at near-zero interest rates : disequilibrium analysis of the current and future Japanese economy
Saitō, Makoto
-
2020
Persistent link: https://www.econbiz.de/10013273822
Saved in:
2
Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle
Lapshin, Victor
- In:
Applied economics
54
(
2022
)
2
,
pp. 135-144
Persistent link: https://www.econbiz.de/10012873873
Saved in:
3
On a new corporate
bond
pricing
model with potential credit rating change and stochastic interest rate
Yin, Hong-Ming
;
Liang, Jin
;
Wu, Yuan
- In:
Journal of risk and financial management : JRFM
11
(
2018
)
4
,
pp. 1-12
In this paper, we consider a new corporate
bond-pricing
model with credit-rating migration risks and a stochastic …
Persistent link: https://www.econbiz.de/10011960410
Saved in:
4
The impact of compounding on
bond
pricing
with alternative reference rates
Cziráky, Dario
;
Ponikvar, Ana
- In:
Journal of risk
23
(
2021
)
6
,
pp. 37-66
Persistent link: https://www.econbiz.de/10013473138
Saved in:
5
On a corporate
bond
pricing
model with credit rating migration risks and stochastic interest rate
Liang, Jin
;
Yin, Hong-Ming
;
Chen, Xinfu
;
Wu, Yuan
- In:
Quantitative finance and economics
1
(
2017
)
3
,
pp. 300-319
Persistent link: https://www.econbiz.de/10012137817
Saved in:
6
Pricing corporate bonds with interest rates following double square-root process
Lo, Chi-Fai
;
Hui, Cho H.
-
2016
Persistent link: https://www.econbiz.de/10012200956
Saved in:
7
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
Saved in:
8
Bond and option pricing for interest rate model with clustering effects
Zhang, Xin
;
Xiong, Jie
;
Shen, Yang
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 969-981
Persistent link: https://www.econbiz.de/10011911229
Saved in:
9
A term structure model under cyclical fluctuations in interest rates
Moreno, Manuel
;
Novales, Alfonso
;
Platania, Federico
- In:
Economic modelling
72
(
2018
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012100292
Saved in:
10
Pricing corporate bonds with interest rates following double square-root process
Lo, Chi-Fai
;
Hui, Cho H.
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011587738
Saved in:
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