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Akademický článek
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Autor:
Xiong, Yun, Dong, Shicheng, Yao, Shenglai, Dai, Chenshu, Zhu, Jun, Kemper, Sebastian, Driess, Matthias
White phosphorus (P4) undergoes degradation to P2 moieties if exposed to the new N,N‐bis(silylenyl)aniline PhNSi2 1 (Si=Si[N(tBu)]2CPh), furnishing the first isolable 2,5‐disila‐3,4‐diphosphapyrrole 2 and the two novel functionalized Si=P dou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b6a39f2e6621e394362aae17c3b756d
Publikováno v:
Risks, Vol 7, Iss 4, p 103 (2019)
In this paper, we study a generalised CIR process with externally-exciting and self-exciting jumps, and focus on the distributional properties and applications of this process and its aggregated process. The aim of the paper is to introduce a more ge
Externí odkaz:
https://doaj.org/article/f6c229aa628740838bd2dd8048f2258e
Akademický článek
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Autor:
Anupam Das, Tanweer Akram
Publikováno v:
Asian Development Review. 36:168-205
This paper investigates the long-term determinants of Indian government bonds’ (IGB) nominal yields. It examines whether John Maynard Keynes’s supposition that short-term interest rates are the key driver of long-term government bond yields holds
Autor:
Miltersen, Kristian R.
Publikováno v:
The Annals of Applied Probability, 1994 Nov 01. 4(4), 953-967.
Externí odkaz:
https://www.jstor.org/stable/2245075
Publikováno v:
Does Governing Law Affect Bond Spreads?
Controlling for bond and issuer characteristics, bond spreads are expected to be equal across different legal jurisdictions, and differences are expected to disappear through arbitrage. However, an analysis of 435 U.S. dollar–denominated bonds issu
Publikováno v:
International Review of Economics & Finance. 56:178-189
Corporate bond markets may suffer from investors’ lack of competence in screening out low-quality issuers. We use data from the Israeli capital market in 1999–2009 to investigate the quality of corporate bond issuers and the role of the instituti
Autor:
Jelena Artamonova, Remigijus Leipus
Publikováno v:
Lietuvos Matematikos Rinkinys, Vol 44, Iss spec. (2004)
In this paper a generalization of the discrete-time Ho–Lee model to the trinomial case is considered. The necessary and sufficient conditions for such a bond model to be arbitrage-free and path independent are established.
Externí odkaz:
https://doaj.org/article/a0eb5b865c0c40b6a663288fe54b7bf4
Autor:
Anna Czapkiewicz, Adam Zaremba
Publikováno v:
Economic Modelling. 66:171-183
Volatility risk, credit risk, value effect, and momentum are major return drivers in the fixed-income universe. This study offers a four-factor pricing model for international government bonds. The model thoroughly explains the variation of governmen