Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Are There Tax Effects in the Relative Pricing of U.S. Government Bonds?

14 references·12 citing·39 second hop

FromToDepth

this work references cited by second hop

References

1985A Theory of the Term Structure of Interest Rates8,333 cited
1987Parsimonious Modeling of Yield Curves2,918 cited
1975THE TAX‐ADJUSTED YIELD CURVE548 cited
1971Measuring the Term Structure of Interest Rates542 cited
2016Handbook of Fixed‐Income Securities407 cited
1994Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model394 cited
1984Optimal stock trading with personal taxes308 cited
1986The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates291 cited
1992Bond Returns, Liquidity, and Missing Data289 cited
1994Liquidity, Taxes, and Short-Term Treasury Yields278 cited
1984Optimal bond trading with personal taxes265 cited
1989BOND RETURNS, LIQUIDITY, AND MISSING DATA187 cited
1993A Simple Model of the Taxable and Tax-Exempt Yield Curves150 cited
1982Tax-induced clientele effects in the market for British government securities95 cited

Cited by

2002A comparison of yield curve estimation techniques using UK data55 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2014The Muni Bond Spread: Credit, Liquidity, and Tax53 cited

2007How much of the corporate bond spread is due to personal taxes?48 cited

2002Measuring Integrated Market and Credit Risk in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa39 cited

2002Term structure estimation from on-the-run Treasuries37 cited

2002Factors Affecting the Valuation of Corporate Bonds37 cited

2023The Price of Safety: The Evolution of Municipal Bond Insurance Value35 cited

2002Taxation, Risk-Taking, and Household Portfolio Behavior**I am grateful to Alan Auerbach, Scott Weisbenner, and participants at the Burch Center Symposium for helpful comments, to Andrew Mitrusi for providing me with data from TAXSIM, and to the Hoover Institution and National Science Foundation for research support.32 cited

2018Prospect theory and corporate bond returns: An empirical study28 cited

1999Taxation research in an accounting context: future prospects and interdisciplinary perspectives26 cited

2006Term Structure of Interest Rates Implications of Habit Persistence25 cited

1998Coupon Effects and the Pricing of Japanese Government Bonds24 cited