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Modeling the term structure of interest rates under non-separable utility and durability of goods

Dunn, Kenneth B. - In: Journal of financial economics 17 (1986) 1, pp. 27-55

Persistent link: https://www.econbiz.de/10001015119

Modeling the term structure of interest rates under nonseparable utility and durability of goods

Dunn, Kenneth B.; Singleton, Kenneth J. - 1984

Persistent link: https://www.econbiz.de/10002099740

Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods

Dunn, Kenneth B.; Singleton, Kenneth J. - 2021

This paper investigates the term structure relations implied by a two-good model in which goods are durable and the preference function of consimters may be non separable both over time and the decision variables. The parameters characterizing preferences are estimated and the implied...

Persistent link: https://www.econbiz.de/10013227909

Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods

Dunn, Kenneth B. - 1984

Persistent link: https://www.econbiz.de/10012477674

Call options, points, and dominance restrictions on debt contracts

Dunn, Kenneth B.; Spatt, Chester S. - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2317-2337

Persistent link: https://www.econbiz.de/10001496837

The relative pricing of high-yield debt : the case of RJR Nabisco Holdings Capital Corporation

Dammon, Robert Mark - In: The American economic review 83 (1993) 5, pp. 1090-1111

Persistent link: https://www.econbiz.de/10001154999

A reexamination of the value of tax options

Dammon, Robert Mark - In: The review of financial studies 2 (1989) 3, pp. 341-372

Persistent link: https://www.econbiz.de/10001106379

Voluntary conversion of convertible securities and the optimal call strategy

Dunn, Kenneth B. - In: Journal of financial economics 23 (1989) 2, pp. 273-301

Persistent link: https://www.econbiz.de/10001076056

The effect of refinancing costs and market imperfections on the optimal call strategy and the pricing of debt contracts

Dunn, Kenneth B.; Spatt, Chester S. - In: Real estate economics : journal of the American Real … 33 (2005) 4, pp. 595-617

Persistent link: https://www.econbiz.de/10003381304

A three-factor approach for hedging mortgage-backed securities

Dunn, Kenneth B. (contributor) - In: The handbook of mortgage-backed securities, (pp. 1009-1022). 2006

Persistent link: https://www.econbiz.de/10003274087