4

Transform Analysis and Asset Pricing for Affine Jump-diffusions

Year:
2000
Language:
english
File:
PDF, 265 KB
english, 2000
6

AMERICAN FINANCE ASSOCIATION

Year:
2019
File:
PDF, 404 KB
2019
8

Specification Analysis of Affine Term Structure Models

Year:
2000
Language:
english
File:
PDF, 787 KB
english, 2000
9

Specification Analysis of Affine Term Structure Models

Year:
2000
Language:
english
File:
PDF, 290 KB
english, 2000
10

PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS

Year:
2002
Language:
english
File:
PDF, 1.09 MB
english, 2002
12

On Unit Roots and the Empirical Modeling of Exchange Rates

Year:
1982
Language:
english
File:
PDF, 291 KB
english, 1982
13

Simulated Moments Estimation of Markov Models of Asset Prices

Year:
1993
Language:
english
File:
PDF, 618 KB
english, 1993
14

Term Structure Dynamics in Theory and Reality

Year:
2003
Language:
english
File:
PDF, 1.11 MB
english, 2003
18

Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

Year:
2008
Language:
english
File:
PDF, 1.42 MB
english, 2008
21

Report of the Editor of The Journal of Finance for the Year 2012

Year:
2013
Language:
english
File:
PDF, 344 KB
english, 2013
26

Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

Year:
2003
Language:
english
File:
PDF, 664 KB
english, 2003
27

Estimation and Evaluation of Conditional Asset Pricing Models

Year:
2011
Language:
english
File:
PDF, 567 KB
english, 2011
28

An Econometric Model of the Term Structure of Interest-Rate Swap Yields

Year:
1997
Language:
english
File:
PDF, 2.10 MB
english, 1997
31

Joint Editorial

Year:
2013
Language:
english
File:
PDF, 235 KB
english, 2013
33

Investor Flows and the 2008 Boom/Bust in Oil Prices

Year:
2014
Language:
english
File:
PDF, 437 KB
english, 2014
35

Report of the Editor of the Journal of Finance for the Year 2013

Year:
2014
Language:
english
File:
PDF, 385 KB
english, 2014
38

Letter from the New Editor

Year:
2012
Language:
english
File:
PDF, 201 KB
english, 2012
39

An Essay on the Vita Nuova

Year:
1949
Language:
english
File:
PDF, 317 KB
english, 1949
40

Modeling the Term Structure of Interest Rate in Japan

Year:
1994
Language:
english
File:
PDF, 2.65 MB
english, 1994
42

An Equilibrium Term Structure Model with Recursive Preferences

Year:
2010
Language:
english
File:
PDF, 95 KB
english, 2010
46

Report of the Editor of the Journal of Finance for the Year 2014

Year:
2015
Language:
english
File:
PDF, 370 KB
english, 2015
49

A Latent Time Series Model of the Cyclical Behavior of Interest Rates

Year:
1980
Language:
english
File:
PDF, 639 KB
english, 1980