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CAPM
Anleihe
75
Bond
75
USA
72
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Theorie
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Theory
44
Government securities
40
Staatspapier
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Baz, Jamil
1
Blake, David
1
Cantor, Richard
1
Cole, Kevin
1
Cornell, Bradford
1
Das, Sanjiv R.
1
Dor, Arik Ben
1
Dunsky, Robert M.
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The journal of fixed income
Working paper / National Bureau of Economic Research, Inc.
34
NBER working paper series
32
NBER Working Paper
28
Journal of financial economics
23
The review of financial studies
20
Finance research letters
13
The journal of finance : the journal of the American Finance Association
13
Discussion papers / CEPR
11
Journal of banking & finance
11
Discussion paper / Centre for Economic Policy Research
10
International review of financial analysis
10
Journal of investment management : JOIM
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The journal of portfolio management : a publication of Institutional Investor
8
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6
Discussion paper / LSE Financial Markets Group
6
International journal of theoretical and applied finance
6
Journal of empirical finance
6
Journal of international financial markets, institutions & money
6
Review of finance : journal of the European Finance Association
6
The definitive guide to CDOs : market, application, valuation and hedging
6
Wiley finance series
6
Emerging markets review
5
Financial markets and asset pricing
5
Journal of economic dynamics & control
5
Journal of economic theory
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Pacific-Basin finance journal
5
Staff working paper / Bank of Canada
5
Swiss Finance Institute Research Paper
5
The financial review : the official publication of the Eastern Finance Association
5
The journal of asset management
5
Discussion paper / Tinbergen Institute
4
Dissertation Series CentER
4
Economics letters
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
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1
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
Saved in:
2
Valuing fixed rate mortgage loans with default and prepayment options
Dunsky, Robert M.
;
Ho, Thomas S. Y.
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 7-31
Persistent link: https://www.econbiz.de/10003457011
Saved in:
3
Additional analytical approximations of the term structure and distributional assumptions for jump-diffusion processes
Durham, J. Benson
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10003339418
Saved in:
4
The term structure, the CAPM, and the market risk premium : an interesting puzzle
Cornell, Bradford
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 85-88
Persistent link: https://www.econbiz.de/10001364579
Saved in:
5
Coupon effects and the pricing of Japanese government bonds : an empirical analysis
Eom, Young Ho
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001252726
Saved in:
6
Split ratings and the pricing of credit risk
Cantor, Richard
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 72-82
Persistent link: https://www.econbiz.de/10001233937
Saved in:
7
A closed-form formula for calculating bond convexity
Blake, David
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 88-91
Persistent link: https://www.econbiz.de/10001205421
Saved in:
8
Analytical approximations of the term structure for jump-diffusion processes : a numerical analysis
Baz, Jamil
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 78-86
Persistent link: https://www.econbiz.de/10001205422
Saved in:
9
The pricing of bonds in bankruptcy and financial restructuring
Wagner, Herbert S.
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 40-47
Persistent link: https://www.econbiz.de/10001205426
Saved in:
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