G2TT

浏览/检索结果: 共2条,第1-2条 帮助

已选(0)清除 条数/页:   排序方式:
DP15766 What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets 智库出版物
2021
作者:  Matthijs Breugem;  Adrian Buss;  Joel PERESS
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
(endogenous) interest rates  Informational efficiency  Capital allocation efficiency  Rational expectations  Unconventional monetary policy  
DP3314 IPO Pricing in the dot-com Bubble 智库出版物
2002
作者:  Alexander Ljungqvist;  William J Wilhelm Jr
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Corporate bonds  Call  Default  Stochastic interest rates  Endogenous bankruptcy  Optimal exercise boundary  Hedging  Duration