A simple model of the taxable and tax-exempt yield curves.
- Published in:
- Review of Financial Studies, 1993, v. 6, n. 2, p. 233, doi. 10.1093/rfs/6.2.233
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 1993 AND VI 6 AND IP 2
Results: 7
1
2
Liquidity as a choice variable: a lesson from the Japanese government bond market.
- Published in:
- Review of Financial Studies, 1993, v. 6, n. 2, p. 265, doi. 10.1093/rfs/6.2.265
- By:
- Publication type:
- Article
3
Forecasting stock-return variance: toward an understanding of stochastic implied volatilities.
- Published in:
- Review of Financial Studies, 1993, v. 6, n. 2, p. 293, doi. 10.1093/rfs/6.2.293
- By:
- Publication type:
- Article
4
A closed-form solution for options with stochastic volatility with applications to bond and currency options.
- Published in:
- Review of Financial Studies, 1993, v. 6, n. 2, p. 327, doi. 10.1093/rfs/6.2.327
- By:
- Publication type:
- Article
5
Spreads, depths, and the impact of earnings information: an intraday analysis.
- Published in:
- Review of Financial Studies, 1993, v. 6, n. 2, p. 345, doi. 10.1093/rfs/6.2.345
- By:
- Publication type:
- Article
6
Price experimentation and security market structure.
- Published in:
- Review of Financial Studies, 1993, v. 6, n. 2, p. 375, doi. 10.1093/rfs/6.2.375
- By:
- Publication type:
- Article
7
Volume, volatility, and the dispersion of beliefs.
- Published in:
- Review of Financial Studies, 1993, v. 6, n. 2, p. 405, doi. 10.1093/rfs/6.2.405
- By:
- Publication type:
- Article