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The Canadian treasury bill auction and the term structure of interest rates
Godbout, Lise; Storer, Paul A.; Zimmermann, Christian - In: Journal of banking & finance 26 (2002) 6, pp. 1165-1179
Persistent link: https://www.econbiz.de/10001670770
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How do exchange rates co-move? : a study on the currencies of five inflation-targeting countries
Li, Xiaoming - In: Journal of banking & finance 35 (2011) 2, pp. 418-429
Persistent link: https://www.econbiz.de/10009244283
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Pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - In: Journal of banking & finance 19 (1995) 5, pp. 785-802
Persistent link: https://www.econbiz.de/10001185511
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Financial conditions, macroeconomic factors and disaggregated bond excess returns
Fricke, Christoph; Menkhoff, Lukas - In: Journal of banking & finance 58 (2015), pp. 80-94
Persistent link: https://www.econbiz.de/10011543903
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Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia; Del Viva, Luca - In: Journal of banking & finance 58 (2015), pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
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A macro-financial analysis of the euro area sovereign bond market
Dewachter, Hans; Iania, Leonardo; Lyrio, Marco; Sola … - In: Journal of banking & finance 50 (2015), pp. 308-325
Persistent link: https://www.econbiz.de/10010509524
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The pricing of G7 sovereign bond spreads : the times, they are a-changin
D'Agostino, Antonello; Ehrmann, Michael - In: Journal of banking & finance 47 (2014), pp. 155-176
Persistent link: https://www.econbiz.de/10010506494
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Liquidity effects in corporate bond spreads
Helwege, Jean; Huang, Jing-Zhi; Wang, Yuan - In: Journal of banking & finance 45 (2014), pp. 105-116
Persistent link: https://www.econbiz.de/10010466623
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Sovereign bond yield spreads and sustainability : an empirical analysis of OECD countries
Capelle-Blancard, Gunther; Crifo, Patricia; Diaye, … - In: Journal of banking & finance 98 (2019), pp. 157-169
Persistent link: https://www.econbiz.de/10012162253
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Decomposing global yield curve co-movement
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - In: Journal of banking & finance 106 (2019), pp. 500-513
Persistent link: https://www.econbiz.de/10012224340