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A unified approach to term structure estimation : a methodology for estimating the term structure in a market with frictions
Prisman, Eliezer Zeev - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 1, pp. 127-142
Persistent link: https://www.econbiz.de/10001082508
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Arbitrage, clientele effects, and the term structure of interest rates
Katz, Eliakim - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 435-443
Persistent link: https://www.econbiz.de/10001119168
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No Arbitrage and Valuation in Markets with Realistic Transaction Costs
Dermody, Jaime Cuevas; Prisman, Eliezer Z. - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 1, pp. 65-80
Persistent link: https://www.econbiz.de/10006711818
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Immunization in Markets with Tax-Clientele Effects: Evidence from the Canadian Market
Prisman, Eliezer Z.; Tian, Yisong - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 2, pp. 301
Persistent link: https://www.econbiz.de/10006709998