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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
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An International Examination of Affine Term Structure Models and the Expectations Hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10007614823
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Analyzing convertible bonds
Brennan, Michael J.; Schwartz, Eduardo S.; Schaefer, … - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 4, pp. 907-929
Persistent link: https://www.econbiz.de/10001948015
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An equilibrium model of bond pricing and a test of market efficiency
Brennan, Michael J.; Schwartz, Eduardo S. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 3, pp. 301-329
Persistent link: https://www.econbiz.de/10001948095
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Capital asset pricing with a stochastic horizon
Brennan, Michael J.; Zhang, Yuzhao - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 3, pp. 783-827
Persistent link: https://www.econbiz.de/10012195620
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Optimal portfolio insurance
Brennan, Michael Joseph; Solanki, R. - In: Journal of financial and quantitative analysis : JFQA 16 (1981) 3, pp. 279-300
Persistent link: https://www.econbiz.de/10001948344