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Money and capital markets
Livingston, Miles - 1996 - 3. ed
Persistent link: https://www.econbiz.de/10000947477
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The cheapest deliverable bond for the CBT treasury bond futures contract
Livingston, Miles - In: The journal of futures markets 4 (1984) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10001083000
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The effect of coupon level on treasury bond futures delivery
Livingston, Miles - In: The journal of futures markets 7 (1987) 3, pp. 303-309
Persistent link: https://www.econbiz.de/10003618782
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A comparison of bond ratings from Moodys' S&P and Fitch IBCA
Jewell, Jeff; Livingston, Miles - In: Financial markets, institutions & instruments 8 (1999) 4, pp. 1-45
Persistent link: https://www.econbiz.de/10001443249
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The long-run performance of firms issuing bonds
Jewell, Jeff - In: The journal of fixed income 7 (1997) 2, pp. 61-66
Persistent link: https://www.econbiz.de/10001229961
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Development of the market for US Treasury STRIPS
Gregory, Deborah W. - In: Financial analysts' journal : FAJ 48 (1992) 2, pp. 68-74
Persistent link: https://www.econbiz.de/10001122176
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Determinants of the call option on corporate bonds
Kish, Richard J. - In: Journal of banking & finance 16 (1992) 4, pp. 687-703
Persistent link: https://www.econbiz.de/10001126197
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The coupon effect on term premiums
Brooks, Robert - In: The journal of financial research 12 (1989) 1, pp. 15-21
Persistent link: https://www.econbiz.de/10001064206
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A note on the variance of spot interest rates
Brooks, Robert - In: Journal of banking & finance 14 (1990) 1, pp. 215-225
Persistent link: https://www.econbiz.de/10001088196
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Are term premiums risk premiums?
Brooks, Robert - In: Advances in quantitative analysis of finance and … 3 (1995), pp. 131-146
Persistent link: https://www.econbiz.de/10001201309