Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices.
- Published in:
- Journal of Business & Economic Statistics, 2017, v. 35, n. 3, p. 486, doi. 10.1080/07350015.2015.1089773
- By:
- Publication type:
- Article
Works matching Bond prices
Results: 1865
1
2
Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback.
- Published in:
- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 613, doi. 10.1007/s11009-021-09922-1
- By:
- Publication type:
- Article
3
AN INTEGRAL-EQUATION APPROACH FOR DEFAULTABLE BOND PRICES WITH APPLICATION TO CREDIT SPREADS.
- Published in:
- Journal of Applied Probability, 2009, v. 46, n. 1, p. 71, doi. 10.1239/jap/1238592117
- By:
- Publication type:
- Article
4
NON-LINEAR RELATIONSHIP BETWEEN BOND PRICES AND ELECTRICITY PRICES IN INDIA: AN ANALYSIS USING THRESHOLD REGRESSION APPROACH.
- Published in:
- Journal of Commerce & Accounting Research, 2024, v. 13, n. 3, p. 93, doi. 10.21863/jcar/2024.13.3.010
- By:
- Publication type:
- Article
5
Inflation, Equity Market Volatility, and Bond Prices: Evidence from G7 Countries.
- Published in:
- Risks, 2023, v. 11, n. 11, p. 191, doi. 10.3390/risks11110191
- By:
- Publication type:
- Article
6
Bond Price Prediction Using Technical Indicators and Machine Learning Techniques.
- Published in:
- Journal of Information Science & Engineering, 2023, v. 39, n. 2, p. 439, doi. 10.6688/JISE.202303_39(2).0012
- By:
- Publication type:
- Article
7
Improving Quality of Long-Term Bond Price Prediction Using Artificial Neural Networks.
- Published in:
- Quality Innovation Prosperity / Kvalita Inovácia Prosperita, 2021, v. 25, n. 1, p. 103, doi. 10.12776/QIP.V25I1.1532
- By:
- Publication type:
- Article
8
Effect of correlation on bond prices in short rate models of interest rates.
- Published in:
- Mathematica Moravica, 2018, v. 22, n. 2, p. 89, doi. 10.5937/MatMor1802089G
- By:
- Publication type:
- Article
9
An analytical formula for pricing interest rate swaps in terms of bond prices under the extended Cox-Ingersoll Ross model.
- Published in:
- Songklanakarin Journal of Science & Technology, 2021, v. 43, n. 4, p. 987
- By:
- Publication type:
- Article
10
New Approximations to Bond Prices in the Cox–Ingersoll–Ross Convergence Model with Dynamic Correlation.
- Published in:
- Mathematics (2227-7390), 2021, v. 9, n. 13, p. 1469, doi. 10.3390/math9131469
- By:
- Publication type:
- Article
11
Tobias A. Jopp, War, Bond Prices, and Public Opinion. How Did the Amsterdam Bond Market Perceive the Belligerents' War Effort During World War One. (Economy and History, Vol. 2.) Tübingen, Mohr Siebeck 2021.
- Published in:
- 2024
- By:
- Publication type:
- Book Review
12
The effect of news on bond prices: Evidence from the United Kingdom, 1900-1920.
- Published in:
- Review of Economics & Statistics, 1996, v. 78, n. 2, p. 341, doi. 10.2307/2109937
- By:
- Publication type:
- Article
13
AN INTERESTING MODEL-INDEPENDENT LOWER BOUND FOR THE PRICE OF SWISS RE MORTALITY BOND 2003.
- Published in:
- Global & Stochastic Analysis, 2024, v. 11, n. 3, p. 67
- By:
- Publication type:
- Article
14
Empirical Relationship Between Commodity, Stock and Bond Prices in India: A DCC Model Analysis.
- Published in:
- IUP Journal of Applied Finance, 2016, v. 22, n. 1, p. 37
- By:
- Publication type:
- Article
15
THE IMPACT OF WAR ON EMERGING MARKETS' BOND PRICES: THE CASE OF THE IRAQ WAR.
- Published in:
- International Journal of Finance, 2006, v. 18, n. 2, p. 3953
- By:
- Publication type:
- Article
16
Correlated Trading by Life Insurers and Its Impact on Bond Prices.
- Published in:
- Journal of Risk & Insurance, 2020, v. 87, n. 3, p. 597, doi. 10.1111/jori.12276
- By:
- Publication type:
- Article
17
'QUICK' METHODS OF ESTIMATING THE PRICE OF GOVERNMENT BONDS.
- Published in:
- Oxford Bulletin of Economics & Statistics, 1991, v. 53, n. 3, p. 295, doi. 10.1111/j.1468-0084.1991.mp53003005.x
- By:
- Publication type:
- Article
18
Bond indifference prices.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1223, doi. 10.1080/14697688.2020.1865560
- By:
- Publication type:
- Article
19
Formulas for Pricing Bonds and Their Impact on Prices.
- Published in:
- Financial Analysts Journal, 1969, v. 25, n. 4, p. 156, doi. 10.2469/faj.v25.n4.156
- By:
- Publication type:
- Article
20
Accuracy of analytical approximation formula for bond prices in a three-factor convergence model of interest rates.
- Published in:
- Mathematica Moravica, 2024, v. 28, n. 1, p. 29, doi. 10.5937/MatMor2401029J
- By:
- Publication type:
- Article
21
A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 4, p. 487, doi. 10.1080/14697680903341798
- By:
- Publication type:
- Article
22
The Effect of Market Transparency on Corporate Disclosure: Evidence from the Observability of Bond Prices and Trading.
- Published in:
- Accounting Review, 2022, v. 97, n. 4, p. 371, doi. 10.2308/TAR-2019-0381
- By:
- Publication type:
- Article
23
Financial statement timeliness and bond‐price dispersion in the municipal market.
- Published in:
- Public Budgeting & Finance, 2022, v. 42, n. 1, p. 66, doi. 10.1111/pbaf.12306
- Publication type:
- Article
24
Bond Price Volatility and Term to Maturity: A Generalized Respecification.
- Published in:
- American Economic Review, 1973, v. 63, n. 4, p. 749
- By:
- Publication type:
- Article
25
Merton model's prediction and empirical evidence on bond and equity prices reaction to new bond issues.
- Published in:
- Applied Economics, 2022, v. 54, n. 9, p. 974, doi. 10.1080/00036846.2020.1861205
- By:
- Publication type:
- Article
26
Extraction of Implied Default Probabilities and Expected Recovery Values from a Combination of Bond Prices and CDS Spreads.
- Published in:
- Journal of Fixed Income, 2014, v. 23, n. 3, p. 91
- By:
- Publication type:
- Article
27
Momentum and Reversal Effects in Corporate Bond Prices and Credit Cycles.
- Published in:
- Journal of Fixed Income, 2010, v. 20, n. 2, p. 101, doi. 10.3905/jfi.2010.20.2.101
- By:
- Publication type:
- Article
28
Models of Conditional Variance for Bond Prices.
- Published in:
- Journal of Fixed Income, 2006, v. 16, n. 1, p. 65, doi. 10.3905/jfi.2006.640278
- By:
- Publication type:
- Article
29
THE IMPACT OF CREDITWATCH PLACEMENT ON EQUITY RETURNS AND BOND PRICES.
- Published in:
- Journal of Financial Research, 1985, v. 8, n. 1, p. 31, doi. 10.1111/j.1475-6803.1985.tb00423.x
- By:
- Publication type:
- Article
30
Corporate Bond Price Data Sources and Return/Risk Measurement.
- Published in:
- Journal of Financial & Quantitative Analysis, 1986, v. 21, n. 2, p. 197, doi. 10.2307/2330737
- By:
- Publication type:
- Article
31
Bond Price Dynamics and Options.
- Published in:
- Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 4, p. 517, doi. 10.2307/2330945
- By:
- Publication type:
- Article
32
MEASURING BOND PRICE VOLATILITY.
- Published in:
- Journal of Financial & Quantitative Analysis, 1979, v. 14, n. 2, p. 343, doi. 10.2307/2330507
- By:
- Publication type:
- Article
33
THE PRICE ELASTICITY OF DISCOUNTED BONDS: SOME EMPIRICAL EVIDENCE.
- Published in:
- Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 3, p. 559, doi. 10.2307/2330160
- By:
- Publication type:
- Article
34
Municipal Bond Demand Premiums and Bond Price Volatility: A Note.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1984, v. 39, n. 2, p. 535, doi. 10.1111/j.1540-6261.1984.tb02326.x
- By:
- Publication type:
- Article
35
Stochastic Processes for Interest Rates and Equilibrium Bond Prices.
- Published in:
- 1983
- By:
- Publication type:
- Conference Paper/Materials
36
Conditional Predictions of Bond Prices and Returns.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1980, v. 35, n. 2, p. 405, doi. 10.1111/j.1540-6261.1980.tb02170.x
- By:
- Publication type:
- Article
37
CREDIT CONDITIONS AND PRICE DETERMINATION IN THE CORPORATE BOND MARKET.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1960, v. 15, n. 3, p. 353, doi. 10.1111/j.1540-6261.1960.tb01600.x
- By:
- Publication type:
- Article
38
Equity analysts' recommendation revisions and corporate bond price reactions.
- Published in:
- International Review of Finance, 2022, v. 22, n. 4, p. 669, doi. 10.1111/irfi.12364
- By:
- Publication type:
- Article
39
THE MISSING PRICE EFFECT OF LOTTERY BOND REDEMPTIONS.
- Published in:
- Scandinavian Journal of Economics, 1977, v. 79, n. 3, p. 338, doi. 10.2307/3439717
- By:
- Publication type:
- Article
40
Treasury Bond Price Prediction using Time Series and Sentiment Analysis.
- Published in:
- Grenze International Journal of Engineering & Technology (GIJET), 2024, v. 10, n. 1, Part 3, p. 2664
- By:
- Publication type:
- Article
41
Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices.
- Published in:
- Risks, 2022, v. 10, n. 3, p. 61, doi. 10.3390/risks10030061
- By:
- Publication type:
- Article
42
Discussion of An International Analysis of Earnings, Stock Prices and Bond Yields.
- Published in:
- Journal of Business Finance & Accounting, 2007, v. 34, n. 3/4, p. 642, doi. 10.1111/j.1468-5957.2007.02036.x
- By:
- Publication type:
- Article
43
Bond Price Representations and the Volatility of Spot Interest Rates.
- Published in:
- Review of Quantitative Finance & Accounting, 1996, v. 7, n. 3, p. 279, doi. 10.1007/BF00245254
- By:
- Publication type:
- Article
44
What causes bond prices to change?
- Published in:
- Journal of Portfolio Management, 1981, v. 7, n. 3, p. 5, doi. 10.3905/jpm.1981.5
- By:
- Publication type:
- Article
45
Three Ways to Solve for Bond Prices in the Vasicek Model.
- Published in:
- Journal of Applied Mathematics & Decision Sciences, 2004, v. 8, n. 1, p. 1, doi. 10.1155/S117391260400001X
- By:
- Publication type:
- Article
46
The enigma of volatility: Exploring asymmetric threshold effects in U.S. bond futures prices during yield curve inversions.
- Published in:
- Journal of Business Administration (1025-9627), 2024, v. 49, n. 4, p. 23, doi. 10.53106/102596272024120494002
- By:
- Publication type:
- Article
47
Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices.
- Published in:
- Mathematical Methods in the Applied Sciences, 2020, v. 43, n. 14, p. 7993, doi. 10.1002/mma.5815
- By:
- Publication type:
- Article
48
Hurricane Bond Price Dependency on Underlying Hurricane Parameters.
- Published in:
- Asia-Pacific Journal of Risk & Insurance, 2021, v. 15, n. 1, p. 1, doi. 10.1515/apjri-2020-0017
- By:
- Publication type:
- Article
49
Bond Price Reaction to Being Placed on Credit Review: Does Ownership Concentration Matter.
- Published in:
- Proceedings of the Northeast Business & Economics Association, 2019, p. 76
- By:
- Publication type:
- Article
50
Risk Analysis of the Bond Portfolio Price Sensitivity.
- Published in:
- Journal of Systems Science & Information, 2004, v. 2, n. 4, p. 755
- By:
- Publication type:
- Article