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PREDICTABLE CHANGES IN YELDS A...
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USA
Theorie
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United States
59
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47
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47
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Backus, David
33
Wu, Liuren
18
Chernov, Mikhail
10
Foresi, Silverio
7
Zin, Stanley E.
7
Boyarchenko, Nina
5
Mozumdar, Abon
5
Martin, Ian
4
Balduzzi, Pierluigi
3
Carr, Peter
3
Simaan, Yusif E.
3
Wright, Jonathan H.
3
Acharya, Viral V.
2
Bertola, Giuseppe
2
Gregory, Allan W.
2
Heidari, Massoud
2
Henriksen, Espen
2
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2
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2
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Working paper / National Bureau of Economic Research, Inc.
7
Journal of money, credit and banking : JMCB
4
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3
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3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
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3
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1
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Restoring financial stability : how to repair a failed system
1
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Risk aspects of investment-based social security reform
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ECONIS (ZBW)
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EconStor
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1
Affine term structure models and the forward premium anomaly
Backus, David
;
Foresi, Silverio
;
Telmer, Chris I.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 279-304
Persistent link: https://www.econbiz.de/10001575071
Saved in:
2
Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 13-26
Persistent link: https://www.econbiz.de/10001231059
Saved in:
3
Essays on swaps and default risk
Mozumdar, Abon
-
1997
Persistent link: https://www.econbiz.de/10000982059
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4
Foreign currency-denomination debt : an empirical examination
Kedia, Simi
;
Mozumdar, Abon
- In:
The journal of business : B
76
(
2003
)
4
,
pp. 521-546
Persistent link: https://www.econbiz.de/10001846957
Saved in:
5
The impact of capital market imperfections on investment-cash flow sensitivity
Ağca, Senay
;
Mozumdar, Abon
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 207-216
Persistent link: https://www.econbiz.de/10003647111
Saved in:
6
The impact of negative cash flow and influential observations on investment - cash flow sensitivity estimates
Allayannis, George
;
Mozumdar, Abon
- In:
Journal of banking & finance
28
(
2004
)
5
,
pp. 901-930
Persistent link: https://www.econbiz.de/10002006324
Saved in:
7
Investment-cash flow sensitivity : fact or fiction?
Ağca, Şenay
;
Mozumdar, Abon
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011743929
Saved in:
8
Jumps and dynamic asset allocation
Wu, Liuren
- In:
Review of quantitative finance and accounting
20
(
2003
)
3
,
pp. 207-243
Persistent link: https://www.econbiz.de/10001773900
Saved in:
9
Are interest rate derivatives spanned by the term structure of interest rates? Massoud Heidari and Liuren Wu
Heidari, Massoud
;
Wu, Liuren
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10001782464
Saved in:
10
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
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