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The Canadian treasury bill auction and the term structure of interest rates
Godbout, Lise; Storer, Paul A.; Zimmermann, Christian - In: Journal of banking & finance 26 (2002) 6, pp. 1165-1179
Persistent link: https://www.econbiz.de/10001670770
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How do exchange rates co-move? : a study on the currencies of five inflation-targeting countries
Li, Xiaoming - In: Journal of banking & finance 35 (2011) 2, pp. 418-429
Persistent link: https://www.econbiz.de/10009244283
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Credit spreads in the market for highly leveraged transaction loans
Angbazo, Lazarus A. - In: Journal of banking & finance 22 (1998) 10, pp. 1249-1282
Persistent link: https://www.econbiz.de/10001338698
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The monotonicity of the term premium : another look
Richardson, Matthew - In: Journal of financial economics 31 (1992) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10001133531
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Multiple equilibria and term structure models
Longstaff, Francis A. - In: Journal of financial economics 32 (1992) 3, pp. 333-344
Persistent link: https://www.econbiz.de/10001140320
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A note on the variance of spot interest rates
Brooks, Robert - In: Journal of banking & finance 14 (1990) 1, pp. 215-225
Persistent link: https://www.econbiz.de/10001088196
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An empirical analysis of term premiums using stochastic dominance
Levy, Haim - In: Journal of banking & finance 13 (1989) 2, pp. 245-260
Persistent link: https://www.econbiz.de/10001069317
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A nonlinear general equilibrium model of the term structure of interest rates
Longstaff, Francis A. - In: Journal of financial economics 23 (1989) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10001076063
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Cointegration and the US term structure
Engsted, Tom - In: Journal of banking & finance 18 (1994) 1, pp. 167-181
Persistent link: https://www.econbiz.de/10001156036
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Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I. - In: Journal of financial economics 35 (1994) 2, pp. 141-180
Persistent link: https://www.econbiz.de/10001159961