RISKS IN SHAREHOLDER VALUE ANALYSIS - EMPIRICAL TESTING OF THE CALCULATED INTEREST-RATE

被引：0
|
作者：
BAETGE, J
KRAUSE, C
机构：
来源：
BETRIEBSWIRTSCHAFTLICHE FORSCHUNG UND PRAXIS | 1994年 / 46卷 / 05期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：433 / 456
页数：24
相关论文
共 50 条
  • [1] AN EMPIRICAL-ANALYSIS OF THE PRICING OF INTEREST-RATE CAPS
    JEGADEESH, N
    [J]. JOURNAL OF FINANCE, 1994, 49 (03): : 1076 - 1076
  • [2] AN EMPIRICAL NOTE ON INTEREST-RATE EQUATIONS
    JOHNSON, CF
    [J]. QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 1992, 32 (02): : 141 - 147
  • [3] INTEREST-RATE DEREGULATION - AN EMPIRICAL JUSTIFICATION
    CHRISTOFI, A
    AGAPOS, AM
    [J]. REVIEW OF BUSINESS AND ECONOMIC RESEARCH, 1984, 20 (01): : 39 - 49
  • [4] An extreme value approach to estimating interest-rate volatility: Pricing implications for interest-rate options
    Bali, Turan G.
    [J]. MANAGEMENT SCIENCE, 2007, 53 (02) : 323 - 339
  • [5] INTEREST-RATE SWAPS - AN EMPIRICAL-INVESTIGATION
    SUN, T
    SUNDARESAN, S
    WANG, C
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 1993, 34 (01) : 77 - 99
  • [6] The Empirical Implications of the Interest-Rate Lower Bound
    Gust, Christopher
    Herbst, Edward
    Lopez-Salido, David
    Smith, Matthew E.
    [J]. AMERICAN ECONOMIC REVIEW, 2017, 107 (07): : 1971 - 2006
  • [7] ALTERNATIVE EXPLANATIONS OF INTEREST-RATE SWAPS - A THEORETICAL AND EMPIRICAL-ANALYSIS
    WALL, LD
    PRINGLE, JJ
    [J]. FINANCIAL MANAGEMENT, 1989, 18 (02) : 59 - 73
  • [8] DO VRMS REALLY TRANSFER INTEREST-RATE RISKS
    KAMATH, R
    RAIMER, RB
    [J]. REAL ESTATE REVIEW, 1981, 11 (01): : 102 - 108
  • [9] THE TERM PREMIUM - DEFAULT, LIQUIDITY, AND INTEREST-RATE RISKS
    HESS, AC
    KAMARA, A
    [J]. JOURNAL OF FINANCE, 1995, 50 (03): : 979 - 980
  • [10] AN EMPIRICAL-EXAMINATION OF INTEREST-RATE FUTURES PRICES
    CHEN, AH
    CORNETT, MM
    NABAR, PG
    [J]. JOURNAL OF FUTURES MARKETS, 1993, 13 (07) : 781 - 797
12345