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Time-to-build and investment

Zhou, Chunsheng - In: The review of economics and statistics 82 (2000) 2, pp. 273-282

Persistent link: https://www.econbiz.de/10001487848

Information, financial markets, and investment : essays in financial and monetary economics

Zhou, Chunsheng - 1995

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Path-dependent option valuation when the underlying path is discontinuous

Zhou, Chunsheng - 1997

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Credit rating and corporate defaults

Zhou, Chunsheng - In: The journal of fixed income 11 (2001) 3, pp. 30-40

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The relation between treasury yields and corporate bond yield spreads

Duffee, Greg - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2225-2241

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Idiosyncratic variation of Treasury bill yields

Duffee, Greg - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 527-551

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Asymmetric cross-sectional dispersion in stock returns : evidence and implications

Duffee, Greg (contributor) - 2001 - [Elektronische Ressource]

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Stock returns and volatility : a firm-level analysis

Duffee, Greg - In: Journal of financial economics 37 (1995) 3, pp. 399-420

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Bond pricing and the macroeconomy

Duffee, Greg - 2013

Persistent link: https://www.econbiz.de/10009696033

Bond pricing and the macroeconomy

Duffee, Greg - 2012 - This version June 2012

This chapter reviews some of the academic literature that links nominal and real term structures with the macroeconomy. The main conclusion is that none of our models is consistent with basic properties of nominal yields. It is difficult to explain the average shape of the nominal yield curve,...

Persistent link: https://www.econbiz.de/10009542321