Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds-Reference-Cited by-同舟云学术

Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds

Published:2020-09-04 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Díaz Antonio¹^ORCID,Jareño Francisco¹^ORCID,Navarro Eliseo²^ORCID

Affiliation:

1. Departamento de Análisis Económico y FinanzasUniversidad de Castilla‐La Mancha Albacete Spain

2. Departamento de Economía y Dirección de EmpresasUniversidad de Alcalá Alcalá de Henares Spain

Funder

Ministerio de Economía, Industria y Competitividad, Gobierno de España

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2263

Reference70 articles.

1. Andersen T. G.&Benzoni L.(2007).Do bonds span volatility risk in the US Treasury market? A specification test for affine term structure models(NBER Working Paper No. W12962).

2. New estimates of the UK real and nominal yield curves;Anderson N.;Bank of England Quarterly Bulletin,1999

3. Andreasen M. M. Christensen J. H. E. &Rudebusch G. D.(2017).Term structure analysis with big data(Working paper No. 2017‐21). Federal Reserve Bank of San Francisco.

4. Argandoña A.(2016).Money and finance: ethical considerations (November 10 2016)(IESE Business School Working Paper No. 1157‐E). Retrieved from SSRN:https://ssrn.com/abstract=2900938

5. Does the Shariah screening process matter? Evidence from Shariah compliant portfolios

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Research on Credit Default Swaps Pricing Considering Moral Hazard Incentive under Reduce-Form Model;Journal of Systems Science and Systems Engineering;2024-02-02