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Bond rating agencies and stock analysts : who knows what when?
Ederington, Louis H.; Goh, Jeremy C. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 569-585
Persistent link: https://www.econbiz.de/10001256372
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Stock and bond market liquidity : a long-run empirical analysis
Goyenko, Ruslan Y.; Ukhov, Andrey D. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 189-212
Persistent link: https://www.econbiz.de/10003854599
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Banks' internal capital markets and deposit rates
Ben-David, Itzhak; Palvia, Ajay; Spatt, Chester S. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 1797-1826
Persistent link: https://www.econbiz.de/10011928431
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Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
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Kalman filtering of Generalized Vasicek term structure models
Babbs, Simon H.; Nowman, Kalid Ben - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10001436345
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The dynamics of the forward interest rate curve : a formulation with state variables
Jong, Frank de; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 131-157
Persistent link: https://www.econbiz.de/10001436356
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The determinants of corporate liquidity : theory and evidence
Kim, Chang-soo - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 335-359
Persistent link: https://www.econbiz.de/10001251500
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Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
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A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
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Another look at models of the short-term interest rate
Brenner, Robin James - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 1, pp. 85-107
Persistent link: https://www.econbiz.de/10001208194