Empirical determinants of the relative yields on taxable and tax-exempt securities-Reference-Cited by-同舟云学术

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Empirical determinants of the relative yields on taxable and tax-exempt securities

Published:1986-12 Issue:2 Volume:17 Page:335-355
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Buser Stephen A.,Hess Patrick J.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference22 articles.

1. An equilibrium analysis of debt financing under costly tax arbitrage and agency problems;Barnea;Journal of Finance,1981

2. Distribution of residual autocorrelations in autoregressive integrated moving average time series models;Box;Journal of the American Statistical Association,1970

3. User's manual rats, Version 4.30;Doan,1984

4. Testing for serial correlation in least squares regression when some of the regressors are lagged dependent variables;Durbin;Econometrica,1970

5. A pricing model for the municipal bond market;Fama,1977

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1. Banks and Tax-Exempt Debt Arbitrage;SSRN Electronic Journal;2024

2. The Price of Safety: The Evolution of Municipal Bond Insurance Value;Management Science;2023-07-04

3. Do Municipal Bond Investors Pay a Convenience Premium to Avoid Taxes?;SSRN Electronic Journal;2023

4. Do Municipal Bond Investors Pay a Convenience Premium to Avoid Taxes?;SSRN Electronic Journal;2023

5. Taxes and tax‐exempt bonds: A literature review;Journal of Economic Surveys;2021-09-10

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