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~isPartOf:"Journal of financial economics"
~person:"Kimmel, Robert"
~person:"Bai, Jennie"
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Search: subject:"Zinsstruktur"
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Yield curve
5
Zinsstruktur
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Credit risk
3
Kreditrisiko
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Risk premium
3
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2
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Kimmel, Robert
Bai, Jennie
Longstaff, Francis A.
4
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Chernov, Mikhail
3
Filipović, Damir
3
Goldstein, Robert S.
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2
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Le, Anh
2
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2
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2
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2
Song, Dongho
2
Song, Zhaogang
2
Vasicek, Oldrich Alfons
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2
Yu, Fan
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1
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Journal of financial economics
Fisher College of Business working paper series
4
Staff reports / Federal Reserve Bank of New York
2
Georgetown McDonough School of Business Research Paper
1
Journal of financial and quantitative analysis : JFQA
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
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2
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
3
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
4
Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10008702741
Saved in:
5
Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
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