Works matching DE "MATURITY (Finance)"
Results: 554
Shared pockets spell tax trouble for 'related' parties.
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- Urology Times, 2004, v. 32, n. 14, p. 38
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- Article
Maturity Effects in Futures Contracts on the SAFEX Market.
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- Agrekon, 2016, v. 55, n. 4, p. 331, doi. 10.1080/03031853.2016.1243064
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- Article
Dividends, maturity, and acquisitions: Evidence from a sample of bank IPOs
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- Review of Financial Economics, 2011, v. 20, n. 1, p. 11, doi. 10.1016/j.rfe.2010.11.001
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- Article
Delivery options and convexity in Treasury bond and note futures
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- Review of Financial Economics, 2010, v. 19, n. 1, p. 1, doi. 10.1016/j.rfe.2009.06.003
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- Article
Forward risk premia and the maturity of contracts: A note.
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- Review of Financial Economics, 1992, v. 2, n. 1, p. 92, doi. 10.1002/j.1873-5924.1992.tb00560.x
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- Article
Strategic Default in the International Coffee Market.
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- Quarterly Journal of Economics, 2019, v. 134, n. 2, p. 895, doi. 10.1093/qje/qjz004
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- Article
EXCESS VOLATILITY: BEYOND DISCOUNT RATES.
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- Quarterly Journal of Economics, 2018, v. 133, n. 1, p. 71, doi. 10.1093/qje/qjx034
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- Article
Monetary policy shifts and long-term interest rates.
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- Quarterly Journal of Economics, 1996, v. 111, n. 4, p. 1183, doi. 10.2307/2946712
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Loose money, high rates: interest rate spreads in historical perspective.
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- Journal of Post Keynesian Economics, 2015, v. 38, n. 1, p. 93, doi. 10.1080/01603477.2015.1065671
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- Article
The Interest Rate Brake on Maturity Transformation.
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- Journal of Economic Issues, 2015, v. 49, n. 4, p. 1100, doi. 10.1080/00213624.2015.1105046
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Building multivariate Sato models with linear dependence.
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- Quantitative Finance, 2019, v. 19, n. 4, p. 619, doi. 10.1080/14697688.2018.1523547
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Implicit expectiles and measures of implied volatility.
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- Quantitative Finance, 2018, v. 18, n. 11, p. 1851, doi. 10.1080/14697688.2018.1447680
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On VIX futures in the rough Bergomi model.
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- Quantitative Finance, 2018, v. 18, n. 1, p. 45, doi. 10.1080/14697688.2017.1353127
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- Article
FX options in target zones.
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- Quantitative Finance, 2017, v. 17, n. 10, p. 1477, doi. 10.1080/14697688.2016.1238500
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Optimal retirement planning with a focus on single and joint life annuities.
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- Quantitative Finance, 2016, v. 16, n. 2, p. 275, doi. 10.1080/14697688.2015.1114361
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- Article
American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics.
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- Quantitative Finance, 2016, v. 16, n. 1, p. 17, doi. 10.1080/14697688.2015.1068443
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- Article
On the short-maturity behaviour of the implied volatility skew for random strike options and applications to option pricing approximation.
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- Quantitative Finance, 2016, v. 16, n. 1, p. 31, doi. 10.1080/14697688.2015.1013499
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- Article
An intensity model for credit risk with switching Lévy processes.
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- Quantitative Finance, 2014, v. 14, n. 8, p. 1453, doi. 10.1080/14697688.2012.756583
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Pricing corporate debt with finite maturity and chapter 11 proceedings.
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- Quantitative Finance, 2013, v. 13, n. 12, p. 1855, doi. 10.1080/14697688.2013.816436
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American option valuation using first-passage densities.
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- Quantitative Finance, 2013, v. 13, n. 11, p. 1831, doi. 10.1080/14697688.2013.794387
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The use of Bayes factors to compare interest rate term structure models.
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- Quantitative Finance, 2013, v. 13, n. 3, p. 369, doi. 10.1080/14697688.2011.593541
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- Article
Two stock options at the races: Black–Scholes forecasts.
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- Quantitative Finance, 2012, v. 12, n. 9, p. 1325, doi. 10.1080/14697688.2011.591423
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- Article
Forward-neutral valuation relationships for options on zero coupon bonds.
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- Quantitative Finance, 2012, v. 12, n. 8, p. 1241, doi. 10.1080/14697688.2010.507212
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- Article
Arbitrage-free approximation of call price surfaces and input data risk.
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- Quantitative Finance, 2012, v. 12, n. 1, p. 61, doi. 10.1080/14697688.2010.514005
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A generalized variance gamma process for financial applications.
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- Quantitative Finance, 2012, v. 12, n. 1, p. 75, doi. 10.1080/14697688.2010.505199
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- Article
Maturity Growing: Brazil Central Bank Case.
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- PM World Journal, 2015, v. 4, n. 9, p. 1
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- Article
Bond pairs and the term structure.
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- Journal of Financial Research, 2024, v. 47, n. 4, p. 1021, doi. 10.1111/jfir.12396
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- Article
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA.
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- Journal of Financial Research, 2013, v. 36, n. 3, p. 371, doi. 10.1111/j.1475-6803.2013.12015.x
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- Article
THE IMPACT OF POLITICAL CONNECTIONS ON FIRMS' OPERATING PERFORMANCE AND FINANCING DECISIONS.
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- Journal of Financial Research, 2012, v. 35, n. 3, p. 397, doi. 10.1111/j.1475-6803.2012.01322.x
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- Article
RISKY DEBT MATURITY CHOICE IN A SEQUENTIAL GAME EQUILIBRIUM.
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- Journal of Financial Research, 1990, v. 13, n. 2, p. 155, doi. 10.1111/j.1475-6803.1990.tb00545.x
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- Article
THE TERM PREMIA RELATIONSHIP IMPLICIT IN THE TERM STRUCTURE OF TREASURY BILLS.
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- Journal of Financial Research, 1988, v. 11, n. 1, p. 13, doi. 10.1111/j.1475-6803.1988.tb00062.x
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- Article
FLATTENING OF BOND YIELD CURVES.
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- Journal of Financial Research, 1987, v. 10, n. 1, p. 17, doi. 10.1111/j.1475-6803.1987.tb00471.x
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- Article
Endogenous debt maturity and rollover risk.
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- Financial Management (Wiley-Blackwell), 2020, v. 49, n. 1, p. 69, doi. 10.1111/fima.12250
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- Article
Corporate Debt Maturity and Acquisition Decisions.
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- Financial Management (Wiley-Blackwell), 2016, v. 45, n. 3, p. 737, doi. 10.1111/fima.12117
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- Article
High-maturity levels: achieving CMMI ML-5 in a consultancy company.
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- Journal of Software: Evolution & Process, 2014, v. 26, n. 9, p. 808, doi. 10.1002/smr.1666
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- Article
Introduction of a process maturity model for market-driven product management and requirements engineering.
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- Journal of Software: Evolution & Process, 2012, v. 24, n. 1, p. 83, doi. 10.1002/smr.535
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- Article
Using Changes in Auction Maturity Sectors to Help Identify the Impact of QE on Gilt Yields.
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- Economic Journal, 2014, v. 124, n. 576, p. 453, doi. 10.1111/ecoj.12141
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Tax avoidance and debt maturity in SMEs.
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- Journal of International Financial Management & Accounting, 2024, v. 35, n. 2, p. 429, doi. 10.1111/jifm.12201
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How Controlling Shareholders Impact Debt Maturity Structure in Taiwan.
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- Journal of International Financial Management & Accounting, 2013, v. 24, n. 2, p. 99, doi. 10.1111/jifm.12007
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Immunizing Foreign Exchange Contracts Against Swap Rate and Volatility Risks.
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- Journal of International Financial Management & Accounting, 1989, v. 1, n. 1, p. 41, doi. 10.1111/j.1467-646X.1989.tb00003.x
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- Article
COLLATERAL AND CREDIT RATIONING: A REVIEW OF RECENT EMPIRICAL STUDIES AS A GUIDE FOR FUTURE RESEARCH.
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- Journal of Economic Surveys, 2009, v. 23, n. 5, p. 924, doi. 10.1111/j.1467-6419.2009.00587.x
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- Article
Insurance Data and Trends.
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- 2018
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- Chart/Diagram/Graph
Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model With Time-Varying Parameters.
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- Journal of Business & Economic Statistics, 2010, v. 28, n. 3, p. 329, doi. 10.1198/jbes.2009.07295
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- Article
Determinants of debt maturity structure across firm size.
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- Spanish Journal of Finance & Accounting / Revista Espanola de Financiacion y Contabilidad, 2013, v. 42, n. 158, p. 187
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Discussion on Banking Crises and the Lending Channel: Evidence from Industrial Firms in Developing Countries.
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- Spanish Journal of Finance & Accounting / Revista Espanola de Financiacion y Contabilidad, 2013, v. 42, n. 158, p. 165
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- Article
Banking crises and the lending channel: Evidence from industrial firms in developing countries.
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- Spanish Journal of Finance & Accounting / Revista Espanola de Financiacion y Contabilidad, 2013, v. 42, n. 158, p. 137, doi. 10.1080/02102412.2013.10779743
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- Article
Self-Fulfilling Debt Dilution: Maturity and Multiplicity in Debt Models.
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- American Economic Review, 2020, v. 110, n. 9, p. 2783, doi. 10.1257/aer.20180831
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Diffusing Coordination Risk.
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- American Economic Review, 2020, v. 110, n. 1, p. 271, doi. 10.1257/aer.20171034
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Self-Fulfilling Debt Crises: A Quantitative Analysis.
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- American Economic Review, 2019, v. 109, n. 12, p. 4343, doi. 10.1257/aer.20161471
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Maturity, Indebtedness, and Default Risk.
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- American Economic Review, 2012, v. 102, n. 6, p. 2674, doi. 10.1257/aer.102.6.2674
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- Article