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Impact of call features on corporate bond yields
Ederington, Louis H.; Stock, Duane R. - In: The journal of fixed income 12 (2002) 2, pp. 58-68
Persistent link: https://www.econbiz.de/10001745244
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Models of conditional variance for bond prices
Pappu, Naren; Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 16 (2006) 1, pp. 65-70
Persistent link: https://www.econbiz.de/10003376590
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Less risk for strong returns in bond portfolios
Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 17 (2007) 2, pp. 46-62
Persistent link: https://www.econbiz.de/10003628216
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A structural model for optimal selection of maturity and timing of callable bond issuance
Qian, Shengguang; Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 26 (2017) 3, pp. 33-48
Persistent link: https://www.econbiz.de/10011684730
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LESS RISK FOR STRONG RETURNS IN BOND PORTFOLIOS
Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 17 (2007) 2, pp. 46-62
Persistent link: https://www.econbiz.de/10007865203
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MODELS OF CONDITIONAL VARIANCE FOR BOND PRICES
Pappu, Naren; Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 16 (2006) 1, pp. 65-70
Persistent link: https://www.econbiz.de/10007289941
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THE IMPACT OF VOLATILITY ON DURATION OF AMORTIZING DEBT WITH EMBEDDED CALL OPTIONS
Stanhouse, Bryan; Stock, Duane - In: The journal of fixed income 8 (1998) 2, pp. 87-94
Persistent link: https://www.econbiz.de/10007350348