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~isPartOf:"Finance and economics discussion series"
~isPartOf:"The review of financial studies"
~subject:"Yield curve"
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Yield curve
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Kim, Don H.
10
Wright, Jonathan H.
7
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1
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1
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Finance and economics discussion series
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
106
Journal of banking & finance
72
Discussion paper / Centre for Economic Policy Research
58
NBER working paper series
51
Journal of money, credit and banking : JMCB
48
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47
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
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:
2
Short-term interest rates as subordinated diffusions
Conley, Timothy G.
;
Hansen, Lars Peter
;
Luttmer, Erzo …
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 525-577
Persistent link: https://www.econbiz.de/10001227983
Saved in:
3
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:
4
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:
5
Tips from tips : the informational content of treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
-
2014
Persistent link: https://www.econbiz.de/10010433466
Saved in:
6
The term structure of commercial paper rates
Downing, Chris
;
Oliner, Stephen
-
2004
Persistent link: https://www.econbiz.de/10002031858
Saved in:
7
Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001607156
Saved in:
8
Term structure of interest rates with regime shifts
Bansal, Ravi
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637850
Saved in:
9
Quadratic term structure models : theory and evidence
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 243-288
Persistent link: https://www.econbiz.de/10001639617
Saved in:
10
The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro
;
Sornette, Didier
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 149-185
Persistent link: https://www.econbiz.de/10001543111
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