3

The effects of default and call risk on bond duration

Année:
2009
Langue:
english
Fichier:
PDF, 259 KB
english, 2009
4

DURATION, DEFAULT RISK, AND THE TERM STRUCTURE OF INTEREST RATES

Année:
2005
Langue:
english
Fichier:
PDF, 106 KB
english, 2005
5

Are Liquidity and Information Risks Priced in the Treasury Bond Market?

Année:
2009
Langue:
english
Fichier:
PDF, 450 KB
english, 2009
6

Are Liquidity and Information Risks Priced in the Treasury Bond Market?

Année:
2009
Langue:
english
Fichier:
PDF, 4.95 MB
english, 2009
11

What Explains the Bid-Ask Spread Decline after Nasdaq Reforms?

Année:
2003
Langue:
english
Fichier:
PDF, 159 KB
english, 2003
12

The Post-Reform Bid-Ask Spread Disparity between Nasdaq and the NYSE

Année:
2003
Langue:
english
Fichier:
PDF, 110 KB
english, 2003
14

Further Evidence on Mean Reversion in Index Basis Changes

Année:
2001
Langue:
english
Fichier:
PDF, 1.40 MB
english, 2001
15

Do macroeconomic variables matter for pricing default risk?

Année:
2008
Langue:
english
Fichier:
PDF, 215 KB
english, 2008
16

Price discovery in the round-the-clock U.S. Treasury market

Année:
2009
Langue:
english
Fichier:
PDF, 872 KB
english, 2009
17

Price rounding and bid–ask spreads before and after the decimalization

Année:
2004
Langue:
english
Fichier:
PDF, 329 KB
english, 2004
19

Is stock price rounded for economic reasons in the Chinese markets?

Année:
2006
Langue:
english
Fichier:
PDF, 333 KB
english, 2006
22

Price Discovery in the Round-the-Clock U.S. Treasury Market

Année:
2008
Langue:
english
Fichier:
PDF, 334 KB
english, 2008