Similar Search Results

PREDICTING THE DIRECTION OF INTEREST RATE MOVEMENTS

Papageorgiou, Nicolas; Skinner, Frank S. - In: The journal of fixed income 11 (2002) 4, pp. 87

Persistent link: https://www.econbiz.de/10007167613

ESTIMATING CORPORATE YIELD CURVES

Diaz, Antonio; Skinner, Frank S. - In: The journal of fixed income 11 (2001) 2, pp. 95

Persistent link: https://www.econbiz.de/10007170789

HEDGING CORPORATE BONDS WITH STOCK INDEX FUTURES: A WORD OF CAUTION

Clare, Andrew; Ioannides, Michalis; Skinner, Frank S. - In: The journal of fixed income 10 (2000) 2, pp. 25-34

Persistent link: https://www.econbiz.de/10007177498

CREDIT SPREADS AND THE ZERO-COUPON TREASURY SPOT CURVE

Papageorgiou, Nicolas; Skinner, Frank S. - In: The journal of financial research : a publ. of the … 29 (2006) 3, pp. 421

Persistent link: https://www.econbiz.de/10007273859

Hedging Corporate Bonds

Ioannides, Michalis; Skinner, Frank S. - In: Journal of business finance & accounting : JBFA 26 (1999) 7-8, pp. 919-944

Persistent link: https://www.econbiz.de/10006987193

An evaluation of contingent immunization

Díaz, Antonio; González, María de la O.; Navarro, Eliseo - In: Journal of banking & finance 33 (2009) 10, pp. 1874-1883

Persistent link: https://www.econbiz.de/10008285693

An evaluation of contingent immunization

Díaz, Antonio; González, María de la O; Navarro, Eliseo - In: Journal of banking & finance 33 (2009) 10, pp. 1874-1884

Persistent link: https://www.econbiz.de/10008882513

Bond Yields, Taxes, and the Dimensions of Default Risk

Skinner, Frank S. - In: The financial review : the official publication of the … 30 (1995) 4, pp. 739-762

Persistent link: https://www.econbiz.de/10007328046

FRS17 and the Sterling Double A Corporate Yield Curve

Skinner, Frank S.; Ioannides, Michalis - In: Journal of business finance & accounting : JBFA 32 (2005) 5, pp. 1141-1196

Persistent link: https://www.econbiz.de/10006959385

Can US Stocks Provide a Safe Haven from Interest and Inflation Risk? A Sector Level Examination of the Response to Unanticipated Nominal, Real Interest and Inflation Rate Shocks

Gonzalez, Maria - 2016

This paper examines the relation between stock returns and unexpected changes in nominal and real interest rates and inflation for the US stock market. With the exception of Sweeney and Warga (1986), we are the first to examine this relation in detail by breaking the results down from the US...

Persistent link: https://www.econbiz.de/10013005115