Works matching DE "CALLABLE securities"

Results: 55

Bonds To Finance School Buildings.

Published in:

Review of Educational Research, 1942, v. 12, n. 2, p. 221, doi. 10.2307/1168624

By:

Bogle, Frank P.

Publication type:

Article

Convertibles and Hedge Funds as Distributors of Equity Exposure.

Published in:

Review of Financial Studies, 2012, v. 25, n. 10, p. 3077, doi. 10.1093/rfs/hhs088

By:

Brown, Stephen J.;
Grundy, Bruce D.;
Lewis, Craig M.;
Verwijmeren, Patrick

Publication type:

Article

Un modelo de valoración de bonos con rescate anticipado.

Published in:

Estudios de Administración, 2005, v. 12, n. 1, p. 1

By:

R., Augusto Castillo;
D., Alejandro Valenzuela

Publication type:

Article

THE MISPRICING OF CALLABLE U.S. TREASURY BONDS: A NOTE.

Published in:

Journal of Futures Markets, 1998, v. 18, n. 3, p. 329, doi. 10.1002/(SICI)1096-9934(199805)18:3<329::AID-FUT6>3.0.CO;2-W

By:

Carayannopoulos, Peter

Publication type:

Article

THE MISPRICING OF CALLABLE U.S. TREASURY BONDS: A CLOSER LOOK.

Published in:

Journal of Futures Markets, 1998, v. 18, n. 1, p. 35, doi. 10.1002/(SICI)1096-9934(199802)18:1<35::AID-FUT2>3.0.CO;2-9

By:

Jordan, Bradford D.;
Jordan, Susan D.;
Kuipers, David R.

Publication type:

Article

Using Duration and Convexity in the Analysis of Callable Convertible Bonds.

Published in:

Financial Analysts Journal, 1992, v. 48, n. 4, p. 74, doi. 10.2469/faj.v48.n4.74

By:

Brooks, Robert;
Attinger, Bill

Publication type:

Article

Uses and Abuse of Duration and Convexity.

Published in:

Financial Analysts Journal, 1989, v. 45, n. 5, p. 72, doi. 10.2469/faj.v45.n5.72

By:

Winkelmann, Kurt

Publication type:

Article

Make Callable Bonds Part of Your Fixed Income Allocation.

Published in:

Journal of Financial Planning, 2013, v. 26, n. 3, p. 54

By:

Dubil, Robert

Publication type:

Article

Managerial Discretion and Contingent Valuation of Corporate Securities.

Published in:

Journal of Derivatives, 1999, v. 6, n. 4, p. 65, doi. 10.3905/jod.1999.319130

By:

Garbade, Kenneth D.

Publication type:

Article

Putable/Callable/Reset Bonds: Intermarket Arbitrage with Unpleasant Side Effects.

Published in:

Journal of Derivatives, 1999, v. 6, n. 4, p. 88, doi. 10.3905/jod.1999.319132

By:

Kalotay, Andrew J.;
Abreo, Leslie A.

Publication type:

Article

Share repurchase and dividend payout behaviour: The South African experience.

Published in:

South African Journal of Business Management, 2015, v. 46, n. 3, p. 43, doi. 10.4102/sajbm.v46i3.100

By:

Wesson, N.;
Bruwer, B. W.;
Hamman, W. D.

Publication type:

Article

Callable Bonds: Better Value Than Advertised?

Published in:

Journal of Applied Corporate Finance, 2008, v. 20, n. 3, p. 91, doi. 10.1111/j.1745-6622.2008.00196.x

By:

Kalotay, Andrew

Publication type:

Article

The Relation Between Treasury Yields and Corporate Bond Yield Spreads.

Published in:

Journal of Finance (Wiley-Blackwell), 1998, v. 53, n. 6, p. 2225, doi. 10.1111/0022-1082.00089

By:

Duffee, Gregory R.

Publication type:

Article

Calls of Warrants: Timing and Market Reaction.

Published in:

Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 2, p. 681, doi. 10.1111/j.1540-6261.1993.tb04733.x

By:

Schultz, Paul

Publication type:

Article

Callable Bonds: A Risk-Reducing Signalling Mechanism--A Reply.

Published in:

Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 4, p. 1067, doi. 10.1111/j.1540-6261.1988.tb02625.x

By:

ROBBINS, EDWARD HENRY;
SCHATZBERG, JOHN D.

Publication type:

Article

Callable Bonds: A Risk-Reducing Signalling Mechanism--A Comment.

Published in:

Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 4, p. 1057, doi. 10.1111/j.1540-6261.1988.tb02624.x

By:

WALL, LARRY D.

Publication type:

Article

On the Resolution of Agency Problems by Complex Financial Instruments: A Reply.

Published in:

Journal of Finance (Wiley-Blackwell), 1987, v. 42, n. 4, p. 1091, doi. 10.1111/j.1540-6261.1987.tb03931.x

By:

HAUGEN, ROBERT A.;
SENBET, LEMMA W.

Publication type:

Article

On the Resolution of Agency Problems by Complex Financial Instruments: A Comment.

Published in:

Journal of Finance (Wiley-Blackwell), 1987, v. 42, n. 4, p. 1083, doi. 10.1111/j.1540-6261.1987.tb03930.x

By:

NARAYANAN, M. P.

Publication type:

Article

Callable Bonds: A Risk-Reducing Signalling Mechanism.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 4, p. 935, doi. 10.1111/j.1540-6261.1986.tb04558.x

By:

ROBBINS, EDWARD HENRY;
SCHATZBERG, JOHN D.

Publication type:

Article

DISCUSSION.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 3, p. 576, doi. 10.1111/j.1540-6261.1986.tb04517.x

By:

MASON, SCOTT P.

Publication type:

Article

An Analysis of Call Strategy in the Eurodollar Bond Market.

Published in:

Journal of International Financial Management & Accounting, 1990, v. 2, n. 1, p. 23, doi. 10.1111/j.1467-646X.1990.tb00016.x

By:

Bradley, Finbarr

Publication type:

Article

A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance.

Published in:

Journal of Fixed Income, 2017, v. 26, n. 3, p. 33

By:

Qian, Shengguang;
Lakshmivarahan, S.;
Stock, Duane

Publication type:

Article

THE CHOICE BETWEEN CALLABLE AND NONCALLABLE BONDS.

Published in:

Journal of Financial Research, 2014, v. 37, n. 4, p. 435, doi. 10.1111/jfir.12042

By:

Booth, Laurence;
Gounopoulos, Dimitrios;
Skinner, Frank

Publication type:

Article

The Relative Tax Benefits of Alternative Call Features in Corporate Debt.

Published in:

Journal of Financial & Quantitative Analysis, 1985, v. 20, n. 1, p. 95, doi. 10.2307/2330679

By:

Brick, Ivan E.;
Wallingford, Buckner A.

Publication type:

Article

Refunding Noncallable Debt.

Published in:

Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 1, p. 73, doi. 10.2307/2331002

By:

Emery, Douglas A.;
Lewellen, Wilbur G.

Publication type:

Article

THE DEFERRED CALL PROVISION AND CORPORATE BOND YIELDS.

Published in:

Journal of Financial & Quantitative Analysis, 1968, v. 3, n. 2, p. 157, doi. 10.2307/2329789

By:

Jen, Frank C.;
Wert, James E.

Publication type:

Article

Valuation of GNMA Mortgage-Backed Securities.

Published in:

Journal of Finance (Wiley-Blackwell), 1981, v. 36, n. 3, p. 599, doi. 10.1111/j.1540-6261.1981.tb00647.x

By:

DUNN, KENNETH B.;
MCCONNELL, JOHN J.

Publication type:

Article

"Bond Refunding Reconsidered": Reply.

Published in:

Journal of Finance (Wiley-Blackwell), 1980, v. 35, n. 1, p. 197, doi. 10.2307/2327193

By:

OFER, AHARON R.;
TAGGART, ROBERT A.

Publication type:

Article

Bond Refunding Reconsidered: Comment.

Published in:

Journal of Finance (Wiley-Blackwell), 1980, v. 35, n. 1, p. 191, doi. 10.1111/j.1540-6261.1980.tb03482.x

By:

LIVINGSTON, MILES

Publication type:

Article

The Effect of Bond Refunding on Shareholder Wealth: Comment.

Published in:

Journal of Finance (Wiley-Blackwell), 1979, v. 34, n. 3, p. 801, doi. 10.1111/j.1540-6261.1979.tb02146.x

By:

LIVINGSTON, MILES

Publication type:

Article

Tax Differentials and Callable Bonds.

Published in:

Journal of Finance (Wiley-Blackwell), 1979, v. 34, n. 4, p. 825, doi. 10.1111/j.1540-6261.1979.tb03438.x

By:

BOYCE, W. M.;
KALOTAY, A. J.

Publication type:

Article

THE EFFECT OF CALL RISK ON CORPORATE BOND YIELDS.

Published in:

Journal of Finance (Wiley-Blackwell), 1967, v. 22, n. 4, p. 637, doi. 10.2307/2326007

By:

JEN, FRANK C.;
WERT, JAMES E.

Publication type:

Article

Refunding Non-Callable Bonds: A Tax-Oriented Decision Model.

Published in:

Journal of the American Taxation Association, 1986, v. 7, n. 2, p. 32

By:

Parker, James E.

Publication type:

Article

UNDERPRICING OF NEW CONVERTIBLE DEBT ISSUES OF U.S. FIRMS: 1980-2003 - - EMPIRICAL ANALYSIS.

Published in:

Journal of Financial Management & Analysis, 2006, v. 19, n. 1, p. 45

By:

Rotaru, Camelia S.

Publication type:

Article

A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions.

Published in:

Applied Mathematical Finance, 2015, v. 22, n. 6, p. 499, doi. 10.1080/1350486X.2015.1095643

By:

Park, Min;
Clark, Steven P.

Publication type:

Article

A numerical PDE approach for pricing callable bonds.

Published in:

Applied Mathematical Finance, 2001, v. 8, n. 1, p. 49, doi. 10.1080/13504860110046885

By:

D'Halluin, Y.;
Forsyth, P.A.;
Vetzal, K.R.;
Labahn, G.

Publication type:

Article

CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS.

Published in:

Mathematical Finance, 2007, v. 17, n. 4, p. 487, doi. 10.1111/j.1467-9965.2007.00313.x

By:

Kühn, Christoph;
Kyprianou, Andreas E.

Publication type:

Article

PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION.

Published in:

Mathematical Finance, 1996, v. 6, n. 1, p. 53, doi. 10.1111/j.1467-9965.1996.tb00112.x

By:

Büttler, Hans-Jürg;
Waldvogel, Jörg

Publication type:

Article

Avaliação de títulos conversíveis com opções de compra e venda: uma aplicação dos métodos de simulação GVW e MQMC.

Published in:

Revista de Economia e Administração, 2006, v. 5, n. 4, p. 481, doi. 10.11132/rea.2002.139

By:

de Souza, Giuliano Carrozza Uzêda Iorio;
Samanez, Carlos Patricio;
Raposo, Gustavo Santos

Publication type:

Article

The Pricing of Callable Preferred Stock.

Published in:

Journal of Economics & Finance, 1992, v. 16, n. 3, p. 89, doi. 10.1007/BF02920311

By:

Thies, Clifford F.;
Isberg, Steven C.

Publication type:

Article

Shareholder Gains from Callable-bond Refundings.

Published in:

Managerial & Decision Economics, 1990, v. 11, n. 1, p. 57, doi. 10.1002/mde.4090110108

By:

Emery, Douglas R.;
Lewellen, Wilbur G.

Publication type:

Article

Callable Bonds Revisited.

Published in:

Financial Management (Wiley-Blackwell), 2010, v. 39, n. 2, p. 613, doi. 10.1111/j.1755-053X.2010.01086.x

By:

Banko, John C.;
Lei Zhou

Publication type:

Article

PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS.

Published in:

International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 2, p. 197, doi. 10.1142/S0219024911006334

By:

FRIES, CHRISTIAN P.;
JOSHI, MARK S.

Publication type:

Article

Valuation of Callable Warrants.

Published in:

Review of Quantitative Finance & Accounting, 1997, v. 8, n. 1, p. 5, doi. 10.1023/A:1008225302836

By:

Burney, Robert B.;
Moore, William T.

Publication type:

Article

The impact of open market equity repurchases on UK equity prices.

Published in:

European Journal of Finance, 1996, v. 2, n. 4, p. 353, doi. 10.1080/13518479600000014

By:

Rees, William

Publication type:

Article

Corporate bond valution and the term structure of credit spreads.

Published in:

Journal of Portfolio Management, 1991, v. 17, n. 3, p. 52, doi. 10.3905/jpm.1991.409331

By:

Litterman, Robert;
Iben, Thomas

Publication type:

Article

The term structure and callable bond yield spreads.

Published in:

Journal of Portfolio Management, 1983, v. 9, n. 2, p. 57, doi. 10.3905/jpm.1983.408914

By:

Yawitz, Jess B.;
Maloney, Kevin J.;
Marshall, William J.

Publication type:

Article

Why do GNMAs yield more than Treasuries?

Published in:

Journal of Portfolio Management, 1982, v. 8, n. 3, p. 72, doi. 10.3905/jpm.1982.408851

By:

Clauretie, Terrence M.

Publication type:

Article

Comment Called bonds: How does the investor fare?

Published in:

Journal of Portfolio Management, 1981, v. 8, n. 1, p. 62, doi. 10.3905/jpm.1981.62

By:

Lloyd, William P.;
Goldstein, Steven J.

Publication type:

Article

Callable Russian Options and Their Optimal Boundaries.

Published in:

Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/593986

By:

Suzuki, Atsuo;
Sawaki, Katsushige

Publication type:

Article