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Embedded options and interest rate risk for insurance companies, banks and other financial institutions

Lee, Jae Ha; Stock, Duane R. - In: The Quarterly Review of Economics and Finance 40 (2000) 2, pp. 169-187

Persistent link: https://www.econbiz.de/10005378609

YIELD VOLATILITY OF DISCOUNT COUPON BONDS

RH Gilmer Jr.; Stock, Duane R. - In: Journal of Financial Research 11 (1988) 3, pp. 189-200

Persistent link: https://www.econbiz.de/10010889545

Issue size and term-structure segmentation effects on regional yield differentials in the municipal bond market

Kidwell, David S.; Koch, Timothy W.; Stock, Duane R. - In: Journal of Economics and Business 39 (1987) 4, pp. 339-347

Persistent link: https://www.econbiz.de/10005301919

Investment and financing activity following calls of convertible bonds

Alderson, Michael J.; Betker, Brian L.; Stock, Duane R. - In: Journal of Banking & Finance 30 (2006) 3, pp. 895-914

Persistent link: https://www.econbiz.de/10005201446

The impact of junior debt issuance on senior unsecured debt's risk premiums

Linn, Scott C.; Stock, Duane R. - In: Journal of Banking & Finance 29 (2005) 6, pp. 1585-1609

Persistent link: https://www.econbiz.de/10005201459

Duration mapping of thrift institution value paths: Tests of completeness

Simonson, Donald G.; Stock, Duane R. - In: Journal of Banking & Finance 15 (1991) 2, pp. 297-314

Persistent link: https://www.econbiz.de/10005201533

HOW CHANGES IN BOND CALL FEATURES AFFECT COUPON RATES

Stanhouse, Bryan; Stock, Duane - In: Journal of Applied Corporate Finance 12 (1999) 1, pp. 92-99

In April 1998, Level 3, a telecommunications company, sold $2 billion of 9.19%, ten-year bonds to finance the building of a fiber-optic network. Like most below-investment-grade issues, as well as many investment-grade issues, the Level 3 issue contained an embedded call option that gave the...

Persistent link: https://www.econbiz.de/10005523306

The Optimal Redemption Schedule of Serial Municipal Debt: A Dynamic Reconciliation of Revenues, Reinvestment Rates and the Term Structure.

Stanhouse, Bryan; Stock, Duane - In: Review of Quantitative Finance and Accounting 16 (2001) 1, pp. 5-32

The purpose of our research is to develop an algorithm that optimally schedules municipal debt redemptions. It is our hypothesis that segmented investor demand, the existing term structure, the temporal behavior of municipal project revenues and reinvestment opportunities for interim revenue...

Persistent link: https://www.econbiz.de/10005542158

An analysis of implied tax rates on long-term taxable and tax-exempt bonds

Koch, Timothy W.; Stock, Duane - In: Journal of Business Research 38 (1997) 2, pp. 171-176

Persistent link: https://www.econbiz.de/10005466104

Impact of Correlation of Asset Value and Interest Rates upon Duration and Convexity of Risky Debt

Lesseig, Vance P.; Stock, Duane - In: Journal of Business Research 49 (2000) 3, pp. 289-301

Persistent link: https://www.econbiz.de/10005474233