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~subject:"Yield curve"
~isPartOf:"The journal of fixed income"
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Search: subject_exact:"Capital asset pricing model"
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Yield curve
CAPM
29
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15
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15
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10
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7
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7
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1
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The journal of fixed income
Journal of financial economics
26
NBER working paper series
17
NBER Working Paper
14
The review of financial studies
14
International journal of theoretical and applied finance
11
Staff working paper / Bank of Canada
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
14
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1
Yields versus expected returns of corporate bonds : some unexpected results
Beliaeva, Natalia A.
;
Koh, Rachel Kyungyeon
;
Nawalkha, …
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10011803834
Saved in:
2
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:
3
A unified credit and interest rate arbitrage-free contingent claim model
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 5-17
Persistent link: https://www.econbiz.de/10003808952
Saved in:
4
The term structure of mortgage rates : Citigroup's MOATS model
Bhattacharjee, Ranjit
;
Hayre, Lakhbir S.
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 34-47
Persistent link: https://www.econbiz.de/10003339387
Saved in:
5
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:
6
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:
7
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:
8
Ten years of the real term structure : 1984 - 1994
Brown, Roger H.
- In:
The journal of fixed income
5
(
1996
)
4
,
pp. 6-22
Persistent link: https://www.econbiz.de/10001204427
Saved in:
9
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:
10
The Ho-Lee binomial stochastic process and duration
Bierwag, Gerald O.
- In:
The journal of fixed income
6
(
1996
)
2
,
pp. 76-87
Persistent link: https://www.econbiz.de/10001208580
Saved in:
11
Implementation of the Black-Derman-Toy interest rate model
Bjerksund, Petter
- In:
The journal of fixed income
6
(
1996
)
2
,
pp. 67-75
Persistent link: https://www.econbiz.de/10001208581
Saved in:
12
Term structure estimation using the Cox, Ingersoll, and Ross model : the case of Italian treasury bonds
Barone, Emilio
- In:
The journal of fixed income
1
(
1991
)
3
,
pp. 87-95
Persistent link: https://www.econbiz.de/10001117906
Saved in:
13
Measuring aggregate economic fundamentals from short-term premiums
Richardson, Matthew
- In:
The journal of fixed income
1
(
1991
)
3
,
pp. 75-85
Persistent link: https://www.econbiz.de/10001117907
Saved in:
14
Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
Saved in:
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