Works matching IS 00221090 AND DT 1988 AND VI 23 AND IP 1
Results: 10
Default Risk, Yield Spreads, and Time to Maturity.
- Published in:
- Journal of Financial & Quantitative Analysis, 1988, v. 23, n. 1, p. 111, doi. 10.2307/2331028
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- Article
Long-Term Behavior of Yield Curves.
- Published in:
- Journal of Financial & Quantitative Analysis, 1988, v. 23, n. 1, p. 105, doi. 10.2307/2331027
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- Article
Immunizing Default-Free Bond Portfolios with a Duration Vector.
- Published in:
- Journal of Financial & Quantitative Analysis, 1988, v. 23, n. 1, p. 89, doi. 10.2307/2331026
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- Article
Measuring Event Impacts in Thinly Traded Stocks.
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- Journal of Financial & Quantitative Analysis, 1988, v. 23, n. 1, p. 71, doi. 10.2307/2331025
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- Article
Information Quality and Market Efficiency.
- Published in:
- Journal of Financial & Quantitative Analysis, 1988, v. 23, n. 1, p. 53, doi. 10.2307/2331024
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- Article
Debt versus Equity under Asymmetric Information.
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- Journal of Financial & Quantitative Analysis, 1988, v. 23, n. 1, p. 39, doi. 10.2307/2331023
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- Article
Bankruptcy and Agency Costs: Their Significance to the Theory of Optimal Capital Structure.
- Published in:
- Journal of Financial & Quantitative Analysis, 1988, v. 23, n. 1, p. 27, doi. 10.2307/2331022
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- Article
A Put Option Paradox.
- Published in:
- Journal of Financial & Quantitative Analysis, 1988, v. 23, n. 1, p. 23, doi. 10.2307/2331021
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- Article
An Empirical Examination of the Pricing of American Put Options.
- Published in:
- Journal of Financial & Quantitative Analysis, 1988, v. 23, n. 1, p. 13, doi. 10.2307/2331020
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- Article
A Lattice Framework for Option Pricing with Two State Variables.
- Published in:
- Journal of Financial & Quantitative Analysis, 1988, v. 23, n. 1, p. 1, doi. 10.2307/2331019
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- Article