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isPartOf:"The review of financial studies"
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The review of financial studies
Journal of financial economics
26
NBER working paper series
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NBER Working Paper
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The journal of fixed income
14
International journal of theoretical and applied finance
11
Staff working paper / Bank of Canada
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Review of finance : journal of the European Finance Association
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Finance research letters
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International review of financial analysis
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Mathematics and financial economics
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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)
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1
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:
2
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:
3
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
Saved in:
4
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:
5
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:
6
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:
7
Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.
;
Henry, Tyler R.
;
Kisgen, Darren J.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
Saved in:
8
Term structure dynamics in theory and reality
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
Saved in:
9
Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob
;
Whitelaw, Robert F.
;
Richardson, Matthew
; …
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 405-446
Persistent link: https://www.econbiz.de/10001220576
Saved in:
10
Testing continuous-time models of the spot interest rate
Aït-Sahalia, Yacine
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 385-426
Persistent link: https://www.econbiz.de/10001202801
Saved in:
11
A test of the Cox, Ingersoll, and Ross model of the term structure
Gibbons, Michael R.
- In:
The review of financial studies
6
(
1993
)
3
,
pp. 619-658
Persistent link: https://www.econbiz.de/10001159893
Saved in:
12
Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure
Chen, Ren-Raw
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 613-636
Persistent link: https://www.econbiz.de/10001137840
Saved in:
13
Real and nominal interest rates : a discrete-time model and its continuous-time limit
Sun, Tong-sheng
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 581-611
Persistent link: https://www.econbiz.de/10001137841
Saved in:
14
A theory of the nominal term structure of interest rates
Kōnstantinidēs, Giōrgos
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 531-552
Persistent link: https://www.econbiz.de/10001137844
Saved in:
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