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USA
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107
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107
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47
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ECONIS (ZBW)
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1
Zero-coupon yields and the cross-section of bond prices
Pancost, N. Aaron
- In:
Review of asset pricing studies : RAPS
11
(
2021
)
2
,
pp. 209-268
Persistent link: https://www.econbiz.de/10012545905
Saved in:
2
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
3
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
4
Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds : implications for the true after-tax spot rate
Daves, Phillip R.
;
Ehrhardt, Michael C.
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 695-705
Persistent link: https://www.econbiz.de/10009231606
Saved in:
5
Interest rate risk in credit markets
Piazzesi, Monika
;
Schneider, Martin
- In:
The American economic review
100
(
2010
)
2
,
pp. 579-584
Persistent link: https://www.econbiz.de/10008748855
Saved in:
6
Discounting damage awards using the zero coupon treasury curve : satisfying legal and economic theory while matching future cash flow projections
Rosenberg, Joseph Irving
- In:
Journal of forensic economics
21
(
2010
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10009305410
Saved in:
7
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
8
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
9
Uncovered interest rate parity and the term structure
Bekaert, Geert
;
Wei, Min
;
Xing, Yuhang
- In:
Journal of international money and finance
26
(
2007
)
6
,
pp. 1038-1069
Persistent link: https://www.econbiz.de/10003515503
Saved in:
10
Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Wei Yang
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217
Saved in:
11
Optimal simple rules and the lower bound on the nominal interest rate in the Christiano-Eichenbaum-Evans model of the US business cycle
Ascari, Guido
;
Branzoli, Nicola
- In:
Portuguese economic journal
6
(
2007
)
2
,
pp. 117-131
Persistent link: https://www.econbiz.de/10003533288
Saved in:
12
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
13
The information content of the term structure of interest rates
Kalev, Petko S.
;
Inder, Brett A.
- In:
Applied economics
38
(
2006
)
1
,
pp. 33-45
Persistent link: https://www.econbiz.de/10003292261
Saved in:
14
International capital markets and foreign exchange risk
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
Saved in:
15
Stripping coupons with linear programming
Allen, David E.
;
Thomas, Lyn C.
;
Zheng, Harry
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 80-87
Persistent link: https://www.econbiz.de/10001530350
Saved in:
16
Recent yield curve behaviour : an analysis
Allen, William A.
- In:
Quarterly bulletin / Bank of England
37
(
1997
)
1
,
pp. 43-48
Persistent link: https://www.econbiz.de/10001215112
Saved in:
17
Los strips de deuda
Atero Carrasco, Elvira
- In:
Información comercial española : ICE : revista de …
(
1994
),
pp. 83-90
Persistent link: https://www.econbiz.de/10001332498
Saved in:
18
On the call provision in corporate zero-coupon bonds
Narayanan, M. P.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
1
,
pp. 91-103
Persistent link: https://www.econbiz.de/10001063198
Saved in:
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