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Time-consistent no-arbitrage models of the term structure

Brandt, Michael W. (contributor); Yaron, Amir (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002023790

Estimaging the benchmark yield curve : a new approach using stochastic frontier functions

Darbha, Gangadhar (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002024649

Forecasting the term structure of government bond yields

Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2003

Persistent link: https://www.econbiz.de/10003229524

The macroeconomy and the yield curve : a dynamic latent factor approach

Diebold, Francis X. (contributor); … - 2004 - rev

Persistent link: https://www.econbiz.de/10003229558

A consumption-based model of the term structure of interest rates

Wachter, Jessica (contributor) - 2004

Persistent link: https://www.econbiz.de/10003229591

Asset Measurement Uncertainty and Credit Term Structure

Arora, Navneet - 2011

In this paper, we test the impact of uncertainty in asset measurement on credit term-structure. The theory of Duffie and Lando (2001) suggests that the inability of creditors to assess asset values precisely will support the existence of non-zero short term credit spreads. Developments in recent...

Persistent link: https://www.econbiz.de/10013127616

Asset reliability and security prices : evidence from credit markets

Arora, Navneet; Richardson, Scott; Tuna, İrem - In: Review of accounting studies 19 (2014) 1, pp. 363-395

Persistent link: https://www.econbiz.de/10010347377

Asset volatility

Correia, Maria; Kang, Johnny; Richardson, Scott - In: Review of accounting studies 23 (2018) 1, pp. 37-94

Persistent link: https://www.econbiz.de/10011848277

Computing corporate bond returns : a word (or two) of caution

Andreani, Martina; Palhares, Diogo; Richardson, Scott - In: Review of accounting studies 29 (2024) 4, pp. 3887-3906

Persistent link: https://www.econbiz.de/10015133873