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The review of financial studies
NBER working paper series
269
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
119
Journal of financial economics
116
International journal of theoretical and applied finance
111
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110
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109
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104
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103
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96
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93
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88
Economics letters
87
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83
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77
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73
Journal of monetary economics
73
Journal of empirical finance
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
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68
Journal of economic dynamics & control
68
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68
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ECONIS (ZBW)
85
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1
Selective default expectations
Accominotti, Olivier
;
Albers, Thilo N. H.
;
Oosterlinck, Kim
- In:
The review of financial studies
37
(
2024
)
6
,
pp. 1979-2015
Persistent link: https://www.econbiz.de/10015046467
Saved in:
2
Man versus machine learning : the term structure of earnings expectations and conditional biases
Binsbergen, Jules H. van
;
Han, Xiao
;
Lopez-Lira, Alejandro
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2361-2396
Persistent link: https://www.econbiz.de/10014320668
Saved in:
3
High inflation : low default risk and low equity valuations
Bhamra, Harjoat Singh
;
Dorion, Christian
;
Jeanneret, …
- In:
The review of financial studies
36
(
2023
)
3
,
pp. 1192-1252
Persistent link: https://www.econbiz.de/10014228801
Saved in:
4
A theory of the term structure of interest rates under limited household risk sharing
Mitra, Indrajit
;
Xu, Yu
- In:
The review of financial studies
37
(
2024
)
8
,
pp. 2461-2509
Persistent link: https://www.econbiz.de/10015046481
Saved in:
5
Climate change and long-run discount rates : evidence from real estate
Giglio, Stefano
;
Maggiori, Matteo
;
Rao, Krishna
; …
- In:
The review of financial studies
34
(
2021
)
8
,
pp. 3527-3571
Persistent link: https://www.econbiz.de/10012595397
Saved in:
6
Persistent crises and levered asset prices
Kuehn, Lars-Alexander
;
Schreindorfer, David
;
Schulz, Florian
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2571-2616
Persistent link: https://www.econbiz.de/10014320692
Saved in:
7
Sea-level rise exposure and municipal bond yields
Goldsmith-Pinkham, Paul
;
Gustafson, Matthew T.
;
Lewis, Ryan
- In:
The review of financial studies
36
(
2023
)
11
,
pp. 4588-4635
Persistent link: https://www.econbiz.de/10014392060
Saved in:
8
Horizon bias and the term structure of equity returns
Cassella, Stefano
;
Golez, Benjamin
;
Gulen, Huseyin
; …
- In:
The review of financial studies
36
(
2023
)
3
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10014228802
Saved in:
9
A model-free term structure of U.S. dividend premiums
Ulrich, Maxim
;
Florig, Stephan
;
Seehuber, Ralph
- In:
The review of financial studies
36
(
2023
)
3
,
pp. 1289-1318
Persistent link: https://www.econbiz.de/10014228803
Saved in:
10
The unintended consequences of corporate bond ETFs : evidence from the Taper Tantrum
Dannhauser, Caitlin D.
;
Hoseinzade, Saeid
- In:
The review of financial studies
35
(
2022
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10012799348
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11
Monetary policy risk : rules versus discretion
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
; …
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2308-2344
Persistent link: https://www.econbiz.de/10013188961
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12
Commonality in credit spread changes : dealer inventory and intermediary distress
He, Zhiguo
;
Khorrami, Paymon
;
Song, Zhaogang
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4630-4673
Persistent link: https://www.econbiz.de/10013400131
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13
Subjective bond returns and belief aggregation
Buraschi, Andrea
;
Piatti, Ilaria
;
Whelan, Paul
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3710-3741
Persistent link: https://www.econbiz.de/10013350117
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14
Public debt, consumption growth, and the slope of the term structure
Nguyen, Thien T.
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3742-3776
Persistent link: https://www.econbiz.de/10013350122
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15
The PPP view of multihorizon currency risk premiums
Chernov, Mikhail
;
Creal, Drew
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2728-2772
Persistent link: https://www.econbiz.de/10012546313
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16
The yield spread and bond return predictability in expansions and recessions
Andreasen, Martin Møller
;
Engsted, Tom
;
Møller, Stig …
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2773-2812
Persistent link: https://www.econbiz.de/10012546315
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17
Term structure of risk in expected returns
Zviadadze, Irina
- In:
The review of financial studies
34
(
2021
)
12
,
pp. 6032-6086
Persistent link: https://www.econbiz.de/10012694514
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18
How important are inflation expectations for the nominal yield curve?
Cram, Roberto Gómez
;
Yaron, Amir
- In:
The review of financial studies
34
(
2021
)
2
,
pp. 985-1045
Persistent link: https://www.econbiz.de/10012434846
Saved in:
19
Informational efficiency in securitization after Dodd-Frank
Flynn, Sean J. <Jr.>
;
Ghent, Andra C.
;
Tchistyi, Alexei
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5131-5172
Persistent link: https://www.econbiz.de/10012387420
Saved in:
20
Core and "crust" : consumer prices and the term structure of interest rates
Ajello, Andrea
;
Benzoni, Luca
;
Chyruk, Olena
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3719-3765
Persistent link: https://www.econbiz.de/10012249751
Saved in:
21
Understanding mortgage spreads
Boyarchenko, Nina
;
Fuster, Andreas
;
Lucca, David O.
- In:
The review of financial studies
32
(
2019
)
10
,
pp. 3799-3850
Persistent link: https://www.econbiz.de/10012108155
Saved in:
22
Bank capital, borrower power, and loan rates
Santos, João A. C.
;
Winton, Andrew
- In:
The review of financial studies
32
(
2019
)
11
,
pp. 4501-4541
Persistent link: https://www.econbiz.de/10012135483
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23
The myth of the credit spread puzzle
Feldhütter, Peter
;
Schaefer, Stephen M.
- In:
The review of financial studies
31
(
2018
)
8
,
pp. 2897-2942
Persistent link: https://www.econbiz.de/10012001999
Saved in:
24
Long forward probabilities, recovery, and the term structure of bond risk premiums
Qin, Likuan
;
Linetsky, Vadim
;
Nie, Yutian
- In:
The review of financial studies
31
(
2018
)
12
,
pp. 4863-4883
Persistent link: https://www.econbiz.de/10012005231
Saved in:
25
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 399-448
Persistent link: https://www.econbiz.de/10011925221
Saved in:
26
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
27
Forecasting through the rearview mirror : data revisions and bond return predictability
Ghysels, Eric
;
Horan, Casidhe
;
Mönch, Emanuel
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 678-714
Persistent link: https://www.econbiz.de/10011925250
Saved in:
28
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 852-897
Persistent link: https://www.econbiz.de/10011925272
Saved in:
29
The costs of sovereign default : evidence from the stock market
Andrade, Sandro C.
;
Chhaochharia, Vidhi
- In:
The review of financial studies
31
(
2018
)
5
,
pp. 1707-1751
Persistent link: https://www.econbiz.de/10011926558
Saved in:
30
Safe haven CDS premiums
Klingler, Sven
;
Lando, David
- In:
The review of financial studies
31
(
2018
)
5
,
pp. 1856-1895
Persistent link: https://www.econbiz.de/10011926571
Saved in:
31
News shocks and the production-based term structure of equity returns
Ai, Hengjie
;
Croce, Mariano M.
;
Diercks, Anthony M.
;
Li, Kai
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2423-2467
Persistent link: https://www.econbiz.de/10011927137
Saved in:
32
Speculation and the term structure of interest rates
Barillas, Francisco
;
Nimark, Kristoffer P.
- In:
The review of financial studies
30
(
2017
)
11
,
pp. 4003-4037
Persistent link: https://www.econbiz.de/10011755839
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33
De facto seniority, credit risk, and corporate bond prices
Bao, Jack
;
Hou, Kewei
- In:
The review of financial studies
30
(
2017
)
11
,
pp. 4038-4080
Persistent link: https://www.econbiz.de/10011755840
Saved in:
34
Inflation bets on the long bond
Hong, Harrison G.
;
Sraer, David
;
Yu, Jialin
- In:
The review of financial studies
30
(
2017
)
3
,
pp. 900-947
Persistent link: https://www.econbiz.de/10011749266
Saved in:
35
Mortgage risk and the yield curve
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
- In:
The review of financial studies
29
(
2016
)
5
,
pp. 1220-1253
Persistent link: https://www.econbiz.de/10011530026
Saved in:
36
On bounding credit-event risk premia
Bai, Jennie
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
28
(
2015
)
9
,
pp. 2608-2642
Persistent link: https://www.econbiz.de/10011401287
Saved in:
37
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
Saved in:
38
Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
Saved in:
39
Can equity volatility explain the global loan pricing puzzle?
Gaul, Lewis
;
Uysal, Pinar
- In:
The review of financial studies
26
(
2013
)
12
,
pp. 3225-3265
Persistent link: https://www.econbiz.de/10010237367
Saved in:
40
Pricing credit default swaps with observable covariates
Doshi, Hitesh
;
Ericsson, Jan
;
Jacobs, Kris
;
Turnball, …
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 2048-2094
Persistent link: https://www.econbiz.de/10010207289
Saved in:
41
Bond market clienteles, the yield curve, and the optimal maturity structure of government debt
Guibaud, Stéphane
;
Nosbusch, Yves
;
Vayanos, Dimitri
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1913-1961
Persistent link: https://www.econbiz.de/10010207296
Saved in:
42
Inflation expectations, real rates, and risk premia : evidence from inflation swaps
Haubrich, Joseph Gerard
;
Pennacchi, George G.
; …
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1588-1629
Persistent link: https://www.econbiz.de/10009536409
Saved in:
43
Information in (and not in) the term structure
Duffee, Greg
- In:
The review of financial studies
24
(
2011
)
9
,
pp. 2895-2934
Persistent link: https://www.econbiz.de/10009373091
Saved in:
44
Bank corporate loan pricing following the subprime crisis
Santos, João A. C.
- In:
The review of financial studies
24
(
2011
)
6
,
pp. 1916-1943
Persistent link: https://www.econbiz.de/10009155235
Saved in:
45
A new perspective on Gaussian dynamic term structure models
Joslin, Scott
;
Singleton, Kenneth J.
;
Zhu, Haoxiang
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
Saved in:
46
When shareholders are creditors : effects of the simultaneous holding of equity and debt by non-commercial banking institutions
Jiang, Wei
;
Li, Kai
;
Shao, Pei
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3595-3637
Persistent link: https://www.econbiz.de/10008664095
Saved in:
47
Discrete-time affine Q term structure models with generalized market prices of risk
Le, Anh
;
Singleton, Kenneth J.
;
Dai, Qiang
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2184-2227
Persistent link: https://www.econbiz.de/10003969127
Saved in:
48
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
- In:
The review of financial studies
23
(
2010
)
2
,
pp. 645-703
Persistent link: https://www.econbiz.de/10003941680
Saved in:
49
On the relation between the credit spread puzzle and the equity premium puzzle
Chen, Long
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3367-3409
Persistent link: https://www.econbiz.de/10003885699
Saved in:
50
A general stochastic volatility model for the pricing of interest rate derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 2007-2057
Persistent link: https://www.econbiz.de/10003886038
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