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Stock market fluctuations and the term structure
Zhou, Chunsheng - 1996
Persistent link: https://www.econbiz.de/10000930617
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The term structure of credit spreads with jump risk
Zhou, Chunsheng - In: Journal of banking & finance 25 (2001) 11, pp. 2015-2040
Persistent link: https://www.econbiz.de/10001617906
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Treasury yields and corporate bond yield spreads : an empirical analysis
Duffee, Greg - 1996
Persistent link: https://www.econbiz.de/10000939506
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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
Persistent link: https://www.econbiz.de/10001251907
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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
Persistent link: https://www.econbiz.de/10001205902
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Term premia and interest rate forecasts in affine models
Duffee, Greg (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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Term premia and interest rate forecasts in affine models
Duffee, Greg - In: The journal of finance : the journal of the American … 57 (2002) 1, pp. 405-443
Persistent link: https://www.econbiz.de/10001650385
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Macroeconomic news and stock-bond comovement
Duffee, Greg - In: Review of finance : journal of the European Finance … 27 (2023) 5, pp. 1859-1882
Persistent link: https://www.econbiz.de/10014391611
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Information in (and not in) the term structure
Duffee, Greg - In: The review of financial studies 24 (2011) 9, pp. 2895-2934
Persistent link: https://www.econbiz.de/10009373091
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Bond pricing and the macroeconomy
Duffee, Greg - 2013
Persistent link: https://www.econbiz.de/10009696033