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The effect of interest rate volatility on treasury yields
15 references·0 citing·46 second hop
The effect of interest rate volatility on treasury yields (2002)The effect of interest rate volatility on…The Option to Repurchase Stock (1996)The Option to Repurchase StockInvestment under Uncertainty (1994)Investment under UncertaintyWaiting to Invest: Investment and Uncertainty (1992)Waiting to Invest: Investment…The Treasury Yield Curve as a Cointegrated System (1992)The Treasury Yield Curve as a…Sovereign Debt: Optimal Contract, Underinvestment, and Forgiveness (1992)Sovereign Debt: Optimal Contr…Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model (1992)Interest Rate Volatility and …Capital Markets: Institutions and Instruments. (1992)Capital Markets: Institutions…NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM (1991)NEW EVIDENCE CONCERNING THE E…Dynamic monetary control and interest rate stabilization (1989)Dynamic monetary control and …Fiscal policy and the term structure (1987)Fiscal policy and the term st…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…The Determinants of the Treasury Security Yield Curve (1981)The Determinants of the Treas…DEBT AND TAXES* (1977)DEBT AND TAXES*Debt and Taxes (1977)Debt and TaxesAn equilibrium characterization of the term structure (1977)An equilibrium characterizati…THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Continuous Auctions and Insider Trading (1985)Efficient Capital Markets: II (1991)Regulation, Taxes, and Share Repurchases in the United Kingdom (2002)Motives for Multiple Open-Market Repurchase Programs (2003)Share repurchases as a potential tool to mislead investors (2009)Economic Instability and Aggregate Investment (1993)Discounting the distant future: how much do uncertain rates increase valuations? (2003)Theory of rational option pricing (2005)Renewable energy investments under different support schemes: A real options approach (2012)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Are Government Bonds Net Wealth? (1974)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)Real Business Cycles (1983)Fiscal Policy with Noncontingent Debt and the Optimal Maturity Structure (2002)Budget Deficits, National Saving, and Interest Rates (2004)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Asset pricing and the bid-ask spread (1986)Theory of Financial Decision Making. (1988)The cost of capital, corporation finance and the theory of investment (2008)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates (1993)Spanning and derivative-security valuation (2000)Arbitrage Theory in Continuous Time (2004)Optimum consumption and portfolio rules in a continuous-time model (1971)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Motives for forming research & development financing organizations (1995)Impact of a Fair Value Financial Reporting System on Insurance Companies: A Survey (2004)Daily short interest, idiosyncratic risk, and stock returns (2008)Macroeconomics and finance: The role of the stock market (1984)Optimal Security Design (1988)The impact of capital structure on the performance of microfinance institutions (2007)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Capital markets research in accounting (2001)Policy Uncertainty and Corporate Investment (2015)
this work references cited by second hop

References

  • 1994Investment under Uncertainty9,016 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1977DEBT AND TAXES*2,896 cited
  • 1992Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model977 cited
  • 1977Debt and Taxes598 cited
  • 1992Waiting to Invest: Investment and Uncertainty516 cited
  • 1996The Option to Repurchase Stock220 cited
  • 1987Fiscal policy and the term structure150 cited
  • 1992Capital Markets: Institutions and Instruments.126 cited
  • 1992The Treasury Yield Curve as a Cointegrated System77 cited
  • 1992Sovereign Debt: Optimal Contract, Underinvestment, and Forgiveness33 cited
  • 1981The Determinants of the Treasury Security Yield Curve32 cited
  • 1991NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM29 cited
  • 1989Dynamic monetary control and interest rate stabilization23 cited

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