Bond Pricing and Yield Curve Modeling
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Published By Cambridge University Press

9781107165854, 9781316694169

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Definitions, Notation and a Few Mathematical Results

Bond Pricing and Yield Curve Modeling ◽

10.1017/9781316694169.002 ◽

2018 ◽

pp. 24-48

Why Is the Slope a Good Predictor?

Bond Pricing and Yield Curve Modeling ◽

10.1017/9781316694169.033 ◽

2018 ◽

pp. 527-546

Keyword(s):

Good Predictor

The Value of Convexity

Bond Pricing and Yield Curve Modeling ◽

10.1017/9781316694169.024 ◽

2018 ◽

pp. 351-370

What the Models Tell Us

Bond Pricing and Yield Curve Modeling ◽

10.1017/9781316694169.035 ◽

2018 ◽

pp. 557-558

The Value of Convexity

Bond Pricing and Yield Curve Modeling ◽

10.1017/9781316694169.023 ◽

2018 ◽

pp. 349-350

Risk Premia, the Market Price of Risk and Expected Excess Returns

Bond Pricing and Yield Curve Modeling ◽

10.1017/9781316694169.029 ◽

2018 ◽

pp. 431-448

Keyword(s):

Market Price ◽

Risk Premia ◽

Excess Returns ◽

Market Price Of Risk ◽

Price Of Risk

References

Bond Pricing and Yield Curve Modeling ◽

10.1017/9781316694169.043 ◽

2018 ◽

pp. 725-736

Links among Models, Monetary Policy and the Macroeconomy

Bond Pricing and Yield Curve Modeling ◽

10.1017/9781316694169.003 ◽

2018 ◽

pp. 49-62

Keyword(s):

Monetary Policy

The Doubly Mean-Reverting Vasicek Model

Bond Pricing and Yield Curve Modeling ◽

10.1017/9781316694169.036 ◽

2018 ◽

pp. 559-574

Keyword(s):

Vasicek Model

Excess Returns: Setting the Scene

Bond Pricing and Yield Curve Modeling ◽

10.1017/9781316694169.028 ◽

2018 ◽

pp. 415-430

Keyword(s):

Excess Returns