SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Conditional Predictions of Bond Prices and Returns · Study

ArticleShelves

ArticleConditional Predictions of Bond Prices and Returns

Michael John Brennan1980

Article1980

Conditional Predictions of Bond Prices and Returns

Michael John Brennan · Eduardo S. Schwartz

64 citations·0/0 files stored·The Journal of Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications Credit Risk and Financial Regulations

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 64 citations exist upstream.

References

1976The arbitrage theory of capital asset pricing 1977An equilibrium characterization of the term structure 1963A Simplified Model for Portfolio Analysis 1979A continuous time approach to the pricing of bonds 1978On the term structure of interest rates 1977Savings bonds, retractable bonds and callable bonds 1978An arbitrage model of the term structure of interest rates 2005A THEORY OF THE TERM STRUCTURE OF INTEREST RATES

Cited by

1990The Structure of Spot Rates and Immunization 1994A survey of stochastic continuous time models of the term structure of interest rates 2014Credit risk in Islamic joint venture bond 1992Time-varying term premia on U.S. Treasury bills and bonds

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1994A survey of stochastic continuous time models of the term structure of interest ratesarticle · 5 shared references 1990Time Varying Term Premia and Traditional Hypotheses about the Term Structurearticle · 5 shared references 1986Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economyarticle · 4 shared references 1980A Multivariate Model of the Term Structurearticle · 4 shared references 1995Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamicsarticle · 4 shared references 1995Which Model for Term-Structure of Interest Rates Should One Use?chapter · 4 shared references

Details

Year1980

Typearticle

Published1980-05-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations64

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1111/j.1540-6261.1980.tb02170.x

openalex_workW2065472018

Links

Imported from OpenAlex (CC0) — nothing here is generated.