Term Structure and Roll Yield: Not Your Father’s Backwardation

SSRN Electronic Journal ◽

10.2139/ssrn.1609776 ◽

2010 ◽

Author(s):

Michael Mack Frankfurter ◽

Davide Accomazzo

Keyword(s):

Term Structure ◽

Roll Yield

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The Term Structure of Equity Risk: An Empirical Analysis

CFA Digest ◽

10.2469/dig.v27.n1.22 ◽

1997 ◽

Vol 27 (1) ◽

pp. 56-57

Author(s):

H. Kent Baker

Keyword(s):

Empirical Analysis ◽

Term Structure ◽

Equity Risk

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The Term Structure of Very Short-Term Rates: New Evidence for the Expectations Hypothesis

CFA Digest ◽

10.2469/dig.v31.n2.875 ◽

2001 ◽

Vol 31 (2) ◽

pp. 61-62

Author(s):

David B. Miyazaki

Keyword(s):

Term Structure ◽

Short Term ◽

Expectations Hypothesis ◽

New Evidence

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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

CFA Digest ◽

10.2469/dig.v37.n3.4780 ◽

2007 ◽

Vol 37 (3) ◽

pp. 23-24

Author(s):

Richard D. Long

Keyword(s):

Term Structure ◽

Bond Yields ◽

Expectations Hypothesis

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Foreign Exchange Risk and the Term-Structure of Industry Costs of Equity

CFA Digest ◽

10.2469/dig.v45.n4.22 ◽

2015 ◽

Vol 45 (4) ◽

Author(s):

Chen Sui

Keyword(s):

Term Structure ◽

Foreign Exchange ◽

Foreign Exchange Risk ◽

Exchange Risk

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Wartime finance and the term structure of interest rates

10.31274/rtd-180813-409 ◽

1969 ◽

Author(s):

Julian Howard Taylor

Keyword(s):

Interest Rates ◽

Term Structure

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The signalling properties of the shape of the credit default swap term structure

The Journal of Risk ◽

10.21314/jor.2015.298 ◽

2015 ◽

Vol 17 (4) ◽

pp. 71-99 ◽

Cited By ~ 1

Author(s):

Jenny Castellanos ◽

Nick Constantinou ◽

Wing Lon Ng

Keyword(s):

Term Structure ◽

Credit Default Swap ◽

Credit Default ◽

Default Swap

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Point-in-time probability of default term structure models for multiperiod scenario loss projection

The Journal of Risk Model Validation ◽

10.21314/jrmv.2017.164 ◽

2017 ◽

Author(s):

Bill Huajian Yang

Keyword(s):

Term Structure ◽

Probability Of Default ◽

Term Structure Models

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The Term Structure of Bond Market Liquidity

SSRN Electronic Journal ◽

10.2139/ssrn.1006234 ◽

2008 ◽

Cited By ~ 1

Author(s):

Ruslan Goyenko ◽

Avanidhar Subrahmanyam ◽

Andrey Ukhov

Keyword(s):

Term Structure ◽

Bond Market ◽

Market Liquidity

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Heterogeneous Beliefs and the Term Structure of Interest Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1021406 ◽

2007 ◽

Cited By ~ 1

Author(s):

Lue Wu

Keyword(s):

Interest Rates ◽

Term Structure ◽

Heterogeneous Beliefs

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Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.1082511 ◽

2006 ◽

Cited By ~ 7

Author(s):

David Jamieson Bolder

Keyword(s):

Risk Management ◽

Term Structure ◽

Structure Dynamics

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