-
3
-
-
25844459759
-
An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps
-
Blanco, R., S. Brcnnan, and I. Marsh. 2005. An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps. Journal of Finance 60:2255-81.
-
(2005)
Journal of Finance
, vol.60
, pp. 2255-2281
-
-
Blanco, R.1
Brcnnan, S.2
Marsh, I.3
-
5
-
-
10944267144
-
Price Discovery in the U.S. Treasury Market: The Impact of Order Flow and Liquidity on the Yield Curve
-
Brandt, M., and K. Kavajecz. 2004. Price Discovery in the U.S. Treasury Market: The Impact of Order Flow and Liquidity on the Yield Curve. Journal of Finance 59:2623-54.
-
(2004)
Journal of Finance
, vol.59
, pp. 2623-2654
-
-
Brandt, M.1
Kavajecz, K.2
-
10
-
-
15844431143
-
-
Connolly, R. A., C. T. Stivers, and L. Sun. 2005. Stock Market Uncertainty and the Stock-Bond Return Relation. Journal of Financial and Quantitative Analysis 40:1.61-94.
-
Connolly, R. A., C. T. Stivers, and L. Sun. 2005. Stock Market Uncertainty and the Stock-Bond Return Relation. Journal of Financial and Quantitative Analysis 40:1.61-94.
-
-
-
-
11
-
-
0040799595
-
Swap Rates and Credit Quality
-
Duffie, D., and M. Huang. 1996. Swap Rates and Credit Quality. Journal of Finance 51:921-49.
-
(1996)
Journal of Finance
, vol.51
, pp. 921-949
-
-
Duffie, D.1
Huang, M.2
-
12
-
-
0013065959
-
Modeling Sovereign Yield Spreads: A Cose Study of Russian Debt
-
Duffie, D., L. Pedersen, and K. Singleton. 2003. Modeling Sovereign Yield Spreads: A Cose Study of Russian Debt. Journal of Finance 58:119-59.
-
(2003)
Journal of Finance
, vol.58
, pp. 119-159
-
-
Duffie, D.1
Pedersen, L.2
Singleton, K.3
-
15
-
-
85081496982
-
-
European Central Bank. 2004. The Euro Bond Market Study. Staff Study, Deutsche Bundesbank, ECB, Banque de France and Banca ď Italia.
-
European Central Bank. 2004. The Euro Bond Market Study. Staff Study, Deutsche Bundesbank, ECB, Banque de France and Banca ď Italia.
-
-
-
-
16
-
-
85081524686
-
-
Favero, C., M. Pagano, and E.-L. Von Thadden. 2005. Valuation, Liquidity and Risk in Government Bond Markets. Working Paper 281, IQIER.
-
Favero, C., M. Pagano, and E.-L. Von Thadden. 2005. Valuation, Liquidity and Risk in Government Bond Markets. Working Paper 281, IQIER.
-
-
-
-
17
-
-
5444236412
-
Measuring Systematic Risk in EMU Government Yield Spreads
-
Geyer, A., S. Kossmeier, and S. Pichler. 2004. Measuring Systematic Risk in EMU Government Yield Spreads. Review of Finance 8:171-97.
-
(2004)
Review of Finance
, vol.8
, pp. 171-197
-
-
Geyer, A.1
Kossmeier, S.2
Pichler, S.3
-
18
-
-
17444361893
-
The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
-
Goldreich, D., B. Hanke, and P. Nath. 2005. The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market. Review of Finance 9:1-32.
-
(2005)
Review of Finance
, vol.9
, pp. 1-32
-
-
Goldreich, D.1
Hanke, B.2
Nath, P.3
-
19
-
-
4644372273
-
The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements
-
Hull, J., M. Predescu, and A. White. 2004. The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements. Journal of Banking and Finance 28:2789-811.
-
(2004)
Journal of Banking and Finance
, vol.28
, pp. 2789-2811
-
-
Hull, J.1
Predescu, M.2
White, A.3
-
20
-
-
4344586288
-
The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices
-
Longstaff, F. A. 2004. The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices. Journal of Business 77:511-26.
-
(2004)
Journal of Business
, vol.77
, pp. 511-526
-
-
Longstaff, F.A.1
-
21
-
-
25844492645
-
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
-
Longstaff, F. A., S. Mithal, and E. Neis. 2005. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market. Journal of Finance 55:2213-53.
-
(2005)
Journal of Finance
, vol.55
, pp. 2213-2253
-
-
Longstaff, F.A.1
Mithal, S.2
Neis, E.3
-
22
-
-
0036679282
-
Panel: Implications of Declining Treasury Debt. International Market Implications of Declining Treasury Debt
-
McCauley, R. 2002. Panel: Implications of Declining Treasury Debt. International Market Implications of Declining Treasury Debt. Journal of Money, Credit and Banking 34:952-66.
-
(2002)
Journal of Money, Credit and Banking
, vol.34
, pp. 952-966
-
-
McCauley, R.1
-
24
-
-
0001491925
-
Parsimonious Modeling of Yield Curves
-
Nelson, C. R., and A. F. Siegel. 1987. Parsimonious Modeling of Yield Curves. Journal of Business 60:473-89.
-
(1987)
Journal of Business
, vol.60
, pp. 473-489
-
-
Nelson, C.R.1
Siegel, A.F.2
|