EXCESS RETURNS AND RISK AT THE LONG END OF THE TREASURY MARKET: AN EGARCH-M APPROACH.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 3, p. 443, doi. 10.1111/j.1475-6803.1996.tb00224.x
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- Publication type:
- Article
Works matching IS 02702592 AND DT 1996 AND VI 19 AND IP 3
Results: 9
1
2
THE NEGATIVE RELATION BETWEEN DAILY INDEX RETURN SERIAL CORRELATIONS AND CONDITIONAL VARIANCES: DOES IT HAVE MATHEMATICAL OR ECONOMIC ORIGINS?
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 3, p. 429, doi. 10.1111/j.1475-6803.1996.tb00223.x
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- Publication type:
- Article
3
LEVERAGE, RISK-SHIFTING INCENTIVE, AND STOCK-BASED COMPENSATION.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 3, p. 417, doi. 10.1111/j.1475-6803.1996.tb00222.x
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- Publication type:
- Article
4
MACROECONOMIC VARIABLES AND SEASONAL MEAN REVERSION IN STOCK RETURNS.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 3, p. 395, doi. 10.1111/j.1475-6803.1996.tb00221.x
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- Publication type:
- Article
5
THE DETERMINANTS AND DYNAMICS OF BID-ASK SPREADS ON THE LONDON STOCK EXCHANGE.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 3, p. 377, doi. 10.1111/j.1475-6803.1996.tb00220.x
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- Publication type:
- Article
6
THE RELATION BETWEEN THE FEDERAL FUNDS CASH AND FUTURES MARKETS.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 3, p. 359, doi. 10.1111/j.1475-6803.1996.tb00219.x
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- Publication type:
- Article
7
MARKET REACTION TO NATIONAL DISCRETION IN IMPLEMENTING THE BASLE ACCORD.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 3, p. 339, doi. 10.1111/j.1475-6803.1996.tb00218.x
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- Publication type:
- Article
8
EVIDENCE ON THE EFFECT OF TAXES ON FIRMS' DECISIONS TO RETIRE DEBT EARLY.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 3, p. 327, doi. 10.1111/j.1475-6803.1996.tb00217.x
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- Publication type:
- Article
9
OPTIMAL FUTURES HEDGE WITH MARKING-TO-MARKET AND STOCHASTIC INTEREST RATES.
- Published in:
- Journal of Financial Research, 1996, v. 19, n. 3, p. 309, doi. 10.1111/j.1475-6803.1996.tb00216.x
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- Publication type:
- Article