http://www.bibsonomy.org/burst/user/smicha/bondBibSonomy BuRST Feed for /user/smicha/bond2008-07-26T21:32:14+02:00http://www.bibsonomy.org/bibtex/215bb8c1749b54ab0bd5491d72adf9c82/smichasmicha2008-04-29T08:06:25+02:00International Bond <span style="color:#555555;">Edward S. <a href="http://www.bibsonomy.org/author/Lim">Lim</a> and John G. <a href="http://www.bibsonomy.org/author/Gallo">Gallo</a> and Peggy E. <a href="http://www.bibsonomy.org/author/Swanson">Swanson</a> </span><em>International Review of Financial Analysis</em><em>7(2):181--190</em>(<em>1998</em>)Tue Apr 29 08:06:25 CEST 2008International Review of Financial Analysis2181--190The relationship between international bond markets and international stock markets71998International Bond http://www.bibsonomy.org/bibtex/2a98cf09e2c7bd8326f560f929c4132a4/smichasmicha2008-04-29T08:06:25+02:00rating Bond <span style="color:#555555;">Katiuscia <a href="http://www.bibsonomy.org/author/Manzoni">Manzoni</a> </span><em>International Review of Financial Analysis</em><em>13(3):277--300</em><em>002004. </em>Tue Apr 29 08:06:25 CEST 2008International Review of Financial Analysis003277--300Modeling Eurobond credit ratings and forecasting downgrade probability132004rating Bond http://www.bibsonomy.org/bibtex/21b0a05383fcfff037c9cbabe9b3b33bb/smichasmicha2008-04-29T08:06:25+02:00ratings Bond <span style="color:#555555;">Mark P. <a href="http://www.bibsonomy.org/author/Bauman">Bauman</a> </span><em>International Review of Financial Analysis</em><em>16(5):496--507</em>(<em>2007</em>)Tue Apr 29 08:06:25 CEST 2008International Review of Financial Analysis5496--507Proportionate consolidation versus the equity method: Additional evidence on the association with bond ratings162007ratings Bond http://www.bibsonomy.org/bibtex/2f47592867f5161c551a4bf79d0350d66/smichasmicha2008-04-29T08:06:25+02:00bond International markets <span style="color:#555555;">Tom <a href="http://www.bibsonomy.org/author/Engsted">Engsted</a> and Carsten <a href="http://www.bibsonomy.org/author/Tanggaard">Tanggaard</a> </span><em>International Review of Financial Analysis</em><em>16(2):172--182</em>(<em>2007</em>)Tue Apr 29 08:06:25 CEST 2008International Review of Financial Analysis2172--182The comovement of US and German bond markets162007bond International markets http://www.bibsonomy.org/bibtex/26836b5f5a2462ecaee980b7160e99ab1/smichasmicha2008-04-29T08:06:25+02:00Emerging bond markets <span style="color:#555555;">D. <a href="http://www.bibsonomy.org/author/Johannes J{\&#034;u}ttner">Johannes J&#252;ttner</a> and David <a href="http://www.bibsonomy.org/author/Chung">Chung</a> and Wayne <a href="http://www.bibsonomy.org/author/Leung">Leung</a> </span><em>Journal of Multinational Financial Management</em><em>16(2):105--121</em><em>Apr2006. </em>Tue Apr 29 08:06:25 CEST 2008Journal of Multinational Financial ManagementApr2105--121Emerging market bond returns--An investor perspective162006Emerging bond markets http://www.bibsonomy.org/bibtex/2f2144d9916e4c952def114d45843c5ef/smichasmicha2008-04-29T08:06:25+02:00International bond markets <span style="color:#555555;">Cetin <a href="http://www.bibsonomy.org/author/Ciner">Ciner</a> </span><em>Journal of Multinational Financial Management</em><em>17(4):290--303</em><em>Oct2007. </em>Tue Apr 29 08:06:25 CEST 2008Journal of Multinational Financial ManagementOct4290--303Dynamic linkages between international bond markets172007International bond markets http://www.bibsonomy.org/bibtex/2a3090f585b105525ffc5478800ca700d/smichasmicha2008-04-29T08:06:25+02:00underwriting Bond <span style="color:#555555;">Christian <a href="http://www.bibsonomy.org/author/Harm">Harm</a> </span><em>Journal of International Financial Markets,Institutions and Money</em><em>11(3-4):245--263</em><em>002001. </em>Tue Apr 29 08:06:25 CEST 2008Journal of International Financial Markets,Institutions and Money003-4245--263European financial market integration: the case of private sector bonds and syndicate loans112001underwriting Bond http://www.bibsonomy.org/bibtex/26a674009ab1aa098906185687d6cb415/smichasmicha2008-04-29T08:06:25+02:00markets International bond <span style="color:#555555;">Jian <a href="http://www.bibsonomy.org/author/Yang">Yang</a> </span><em>Journal of International Financial Markets, Institutions and Money</em><em>15(1):39--54</em><em>Jan2005. </em>Tue Apr 29 08:06:25 CEST 2008Journal of International Financial Markets, Institutions and MoneyJan139--54International bond market linkages: a structural VAR analysis152005markets International bond http://www.bibsonomy.org/bibtex/2e01e2bb2aafbe6492828955af4c442a0/smichasmicha2008-04-29T08:06:25+02:00Bond <span style="color:#555555;">James M. <a href="http://www.bibsonomy.org/author/Steeley">Steeley</a> </span><em>Journal of International Financial Markets, Institutions and Money</em><em>16(1):71--86</em><em>Feb2006. </em>Tue Apr 29 08:06:25 CEST 2008Journal of International Financial Markets, Institutions and MoneyFeb171--86Volatility transmission between stock and bond markets162006Bond http://www.bibsonomy.org/bibtex/2affbdfd9b15dea8d12fe802810a2a43f/smichasmicha2008-04-29T08:06:25+02:00indices Bond <span style="color:#555555;">Suk-Joong <a href="http://www.bibsonomy.org/author/Kim">Kim</a> and Brian M. <a href="http://www.bibsonomy.org/author/Lucey">Lucey</a> and Eliza <a href="http://www.bibsonomy.org/author/Wu">Wu</a> </span><em>Journal of International Financial Markets, Institutions and Money</em><em>16(1):41--56</em><em>Feb2006. </em>Tue Apr 29 08:06:25 CEST 2008Journal of International Financial Markets, Institutions and MoneyFeb141--56Dynamics of bond market integration between established and accession European Union countries162006indices Bond http://www.bibsonomy.org/bibtex/23ea09ae682717536f8f9357a8c5cc6bf/smichasmicha2008-04-23T22:05:04+02:00Convertible bond <span style="color:#555555;">John T. <a href="http://www.bibsonomy.org/author/Scruggs">Scruggs</a> </span><em>Journal of Empirical Finance</em><em>14(2):220--247</em><em>Mar2007. </em>Wed Apr 23 22:05:04 CEST 2008Journal of Empirical FinanceMar2220--247Estimating the cross-sectional market response to an endogenous event: Naked vs. underwritten calls of convertible bonds142007Convertible bond http://www.bibsonomy.org/bibtex/2424249533c59b93184f7840bbd6403fb/smichasmicha2008-04-23T22:05:04+02:00markets Bond <span style="color:#555555;">Andrew <a href="http://www.bibsonomy.org/author/Scott">Scott</a> </span><em>Journal of Monetary Economics</em><em>54(3):925--944</em><em>Apr2007. </em>Wed Apr 23 22:05:04 CEST 2008Journal of Monetary EconomicsApr3925--944Optimal taxation and OECD labor taxes542007markets Bond http://www.bibsonomy.org/bibtex/2cd15e7a0570a9c634108a66b9814b093/smichasmicha2008-04-23T22:05:04+02:00returns Bond <span style="color:#555555;">Christophe <a href="http://www.bibsonomy.org/author/P{\&#039;e}rignon">P'erignon</a> and Daniel R. <a href="http://www.bibsonomy.org/author/Smith">Smith</a> and Christophe <a href="http://www.bibsonomy.org/author/Villa">Villa</a> </span><em>Journal of International Money and Finance</em><em>26(2):284--304</em><em>Mar2007. </em>Wed Apr 23 22:05:04 CEST 2008Journal of International Money and FinanceMar2284--304Why common factors in international bond returns are not so common262007returns Bond http://www.bibsonomy.org/bibtex/21b5c46bc64c2bbab717dc481ffc24888/smichasmicha2008-04-23T22:05:04+02:00returns Bond <span style="color:#555555;">Joost <a href="http://www.bibsonomy.org/author/Driessen">Driessen</a> and Bertrand <a href="http://www.bibsonomy.org/author/Melenberg">Melenberg</a> and Theo <a href="http://www.bibsonomy.org/author/Nijman">Nijman</a> </span><em>Journal of International Money and Finance</em><em>22(5):629--656</em><em>Oct2003. </em>Wed Apr 23 22:05:04 CEST 2008Journal of International Money and FinanceOct5629--656Common factors in international bond returns222003returns Bond http://www.bibsonomy.org/bibtex/21e9a88f3d6fdad573d684fdb6e063852/smichasmicha2008-04-22T15:17:45+02:00bond Convertible <span style="color:#555555;">David <a href="http://www.bibsonomy.org/author/Mayers">Mayers</a> </span><em>Journal of Financial Economics</em><em>47(1):83--102</em><em>Jan1998. </em>Tue Apr 22 15:17:45 CEST 2008Journal of Financial EconomicsJan183--102Why firms issue convertible bonds: The matching of financial and real investment options471998bond Convertible http://www.bibsonomy.org/bibtex/21a731a345cdbfa71804ab6a1dd981666/smichasmicha2008-04-22T15:17:45+02:00Treasury bond <span style="color:#555555;">Bradford D. <a href="http://www.bibsonomy.org/author/Jordan">Jordan</a> and David R. <a href="http://www.bibsonomy.org/author/Kuipers">Kuipers</a> </span><em>Journal of Financial Economics</em><em>46(1):67--102</em><em>Oct1997. </em>Tue Apr 22 15:17:45 CEST 2008Journal of Financial EconomicsOct167--102Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market461997Treasury bond http://www.bibsonomy.org/bibtex/258b4ab9a79aabbfa3aadc7ddf0f2254c/smichasmicha2008-04-22T15:17:45+02:00bond Treasury <span style="color:#555555;">Bradford D. <a href="http://www.bibsonomy.org/author/Jordan">Jordan</a> and Randy D. <a href="http://www.bibsonomy.org/author/Jorgensen">Jorgensen</a> and David R. <a href="http://www.bibsonomy.org/author/Kuipers">Kuipers</a> </span><em>Journal of Financial Economics</em><em>56(1):89--123</em><em>Apr2000. </em>Tue Apr 22 15:17:45 CEST 2008Journal of Financial EconomicsApr189--123The relative pricing of U.S. Treasury STRIPS: empirical evidence562000bond Treasury http://www.bibsonomy.org/bibtex/238d2814dfed052f30a0f0aa32dd43c04/smichasmicha2008-04-22T15:17:45+02:00bond Callable <span style="color:#555555;">Bradford D. <a href="http://www.bibsonomy.org/author/Jordan">Jordan</a> and Susan D. <a href="http://www.bibsonomy.org/author/Jordan">Jordan</a> and Randy D. <a href="http://www.bibsonomy.org/author/Jorgensen">Jorgensen</a> </span><em>Journal of Financial Economics</em><em>38(2):141--162</em><em>Jun1995. </em>Tue Apr 22 15:17:45 CEST 2008Journal of Financial EconomicsJun2141--162A reexamination of option values implicit in callable Treasury bonds381995bond Callable http://www.bibsonomy.org/bibtex/2a76428d905d83c9ca582bbde398b5015/smichasmicha2008-04-22T15:17:45+02:00returns bond Corporate <span style="color:#555555;">William R. <a href="http://www.bibsonomy.org/author/Gebhardt">Gebhardt</a> and Soeren <a href="http://www.bibsonomy.org/author/Hvidkjaer">Hvidkjaer</a> and Bhaskaran <a href="http://www.bibsonomy.org/author/Swaminathan">Swaminathan</a> </span><em>Journal of Financial Economics</em><em>75(1):85--114</em><em>Jan2005. </em>Tue Apr 22 15:17:45 CEST 2008Journal of Financial EconomicsJan185--114The cross-section of expected corporate bond returns: Betas or characteristics?752005returns bond Corporate http://www.bibsonomy.org/bibtex/2965144dbd1ea9fe38aed4ef4e7f38b75/smichasmicha2008-04-22T15:17:45+02:00returns bond Corporate <span style="color:#555555;">William R. <a href="http://www.bibsonomy.org/author/Gebhardt">Gebhardt</a> and Soeren <a href="http://www.bibsonomy.org/author/Hvidkjaer">Hvidkjaer</a> and Bhaskaran <a href="http://www.bibsonomy.org/author/Swaminathan">Swaminathan</a> </span><em>Journal of Financial Economics</em><em>75(3):651--690</em><em>Mar2005. </em>Tue Apr 22 15:17:45 CEST 2008Journal of Financial EconomicsMar3651--690Stock and bond market interaction: Does momentum spill over?752005returns bond Corporate