4 research outputs found
Empirical Analysis of the Australian and Canadian Money Market Yield Curves: Results Using Panel Data
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- 01/01/1998
- Field of study
Fitting the Yield Curve
- Author
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- 01/01/2005
- Field of study
Inference in a multivariate generalized mean-reverting process with a change-point
- Author
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Finance (New Developments)
- Author
- A Ang
- A Brav
- A Hovakimian
- A Krishnamurthy
- A Madhavan
- A Melino
- A Sandroni
- A Shleifer
- AB Abel
- AR Admati
- AR Admati
- AS Auerbach
- AS Kyle
- AS Kyle
- AW Lo
- AW Lo
- AW Lo
- AW Lo
- B Biais
- B Dumas
- B Fischhoff
- B Grundy
- B Holmstrom
- B Tuckman
- BG Malkiel
- BM Barber
- BN Lehmann
- CA Hennessy
- CM Jones
- CMC Lee
- CP Jones
- CR Harvey
- D Duffie
- D Duffie
- D Duffie
- D Duffie
- D Duffie
- D Duffie
- D Ellsberg
- D Gale
- D Ikenberry
- D Kahneman
- D Lando
- D Romer
- D Vayanos
- D Vayanos
- DA Lesmond
- DH Ahn
- DJ Seppi
- DP Brown
- DP Kennedy
- DS Bates
- DS Bates
- DT Breeden
- DT Breeden
- DW Diamond
- E Boehmer
- EB Eckbo
- EF Fama
- EF Fama
- EF Fama
- EF Fama
- EF Fama
- EF Fama
- EF Fama
- EGJ Luttmer
- EM Miller
- EM Stein
- F Allen
- F Allen
- F Allen
- F Allen
- F Black
- F Black
- F Black
- F Modigliani
- F Modigliani
- FA Longstaff
- FA Longstaff
- FA Longstaff
- FD Foster
- FH Knight
- G Andrade
- G Bakshi
- G Connor
- G Courtadon
- G Gennotte
- G Llorente
- GL Clementi
- GM Constantinides
- GM Constantinides
- GM Constantinides
- GM Constantinides
- GM Constantinides
- GM Phillips
- H Bessembinder
- H He
- H He
- H Hong
- H Hong
- HE Leland
- HE Leland
- HE Leland
- HM Markowitz
- HR Stoll
- J Chen
- J Coval
- J Hasbrouck
- J Heaton
- J Huang
- J Hull
- J Hull
- J Lewellen
- J Lintner
- J Liu
- J Pan
- J Poterba
- J Shanken
- J Shanken
- J Shanken
- J Tobin
- J von Neumann
- J Wald
- J Wang
- J Wang
- J Wang
- J Zwiebel
- JA Chevalier
- JA Scheinkman
- JB Berk
- JB De Long
- JC Cox
- JC Cox
- JC Cox
- JC Cox
- JC Cox
- JC Cox
- JD Hamilton
- JF Gomes
- JJ McConnell
- JM Harrison
- JR Graham
- JY Campbell
- JY Campbell
- JY Campbell
- K Ellis
- K Jung
- K Yuan
- KB Diether
- KC Chan
- KD Daniel
- KD Daniel
- KI Amin
- KQ Wang
- KR French
- KR French
- L Kogan
- L Kogan
- L Lang
- L Pastor
- L Zingales
- LA Weiss
- LG Epstein
- LJ Savage
- LK Chan
- LO Scott
- LP Hansen
- LP Hansen
- LR Glosten
- LR Glosten
- LR Glosten
- LR Glosten
- M Allais
- M Bertrand
- M Gertler
- M Gibbons
- M Grinblatt
- M Grinblatt
- M Harris
- M Harris
- M Hellwig
- M Johannes
- M Lettau
- M Mitchell
- M O’Hara
- M Piazzesi
- M Rubinstein
- M Rubinstein
- MA Goldstein
- MB Garman
- MC Jensen
- MC Jensen
- MDD Evans
- MH Miller
- MJ Barclay
- MJ Brennan
- MJ Brennan
- MJ Ready
- MP Narayanan
- N Barberis
- N Barberis
- N Chen
- N Jegadeesh
- ND Weinstein
- O Hart
- O Vasicek
- OE Williamson
- OE Williamson
- OJ Blanchard
- P Aghion
- P Aghion
- P Asquith
- P Asquith
- P Milgrom
- P Santa-Clara
- P Weil
- PA Gompers
- PA Samuelson
- PH Dybvig
- PH Dybvig
- PM DeMarzo
- Q Dai
- R Ball
- R Bansal
- R Bansal
- R Chen
- R Jagannathan
- R Litterman
- R Mehra
- R Petkova
- R Rajan
- R Roll
- R Roll
- R Roll
- R Roll
- R Stanton
- R Stulz
- R Wilson
- RA Jarrow
- RA Taggart
- RC Merton
- RC Merton
- RC Merton
- RC Merton
- RC Merton
- RE Lucas Jr
- RF Stambaugh
- RH Coase
- RJ Shiller
- RK Lyons
- RL Goettler
- RM Townsend
- RS Goldstein
- RW Anderson
- RW Banz
- S Basak
- S Basu
- S Benartzi
- S Bikhchandani
- S Gervais
- S Gilchrist
- S Titman
- S Wahal
- SA Ross
- SA Ross
- SA Ross
- SA Ross
- SC Myers
- SC Myers
- SC Myers
- SF Gray
- SF LeRoy
- SJ Brown
- SJ Grossman
- SJ Grossman
- SJ Grossman
- SJ Grossman
- SJ Grossman
- SJ Grossman
- SJ Grossman
- SJ Grossman
- SJ Grossman
- SJ Grossman
- SJ Grossman
- SL Heston
- SM Fazzari
- SM Schaefer
- SM Sundaresan
- SN Kaplan
- SP Kothari
- T Chordia
- T Foucault
- T Hoshi
- T Odean
- TA Rietz
- TC Langetieg
- TE Copeland
- V Acharya
- V Maksimovic
- VL Bernard
- WF Sharpe
- WFM DeBondt
- WG Christie
- Y Ait-Sahalia
- Y Amihud
- Y Amihud
- Y Amihud
- YL Chan
- Z Fluck
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study