NEGLECTED FACTORS IN THE MARKET PRICING OF EURODOLLAR BONDS

被引：2

作者：

BRADLEY, F

机构：

来源：

关键词：

D O I：

10.3905/jpm.1991.409323

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：62 / 73

页数：12

共 13 条

[1] ASSET PRICING AND THE BID ASK SPREAD [J].

AMIHUD, Y ;

MENDELSON, H .

[2]

BRADLEY FD, 1989, THESIS NEW YORK U

[3]

EVANS G, 1988, EUROMONEY MAY, P45

[4]

EVANS R, 1987, EUROMONEY MAR, P4

[5]

Freund R.J., 1986, SAS SYSTEM LINEAR MO

[6]

JORDAN JV, 1984, J FINANC, V39, P392

[7]

KIDWELL DS, 1985, EURODOLLAR BONDS ALT

[8]

LEE SB, 1985, 347 NEW YORK U SAL B

[9]

LINDGREN BW, 1976, STATISTICAL THEORY

[10] AN INTERNATIONAL STUDY OF TAX EFFECTS ON GOVERNMENT BONDS [J].

LITZENBERGER, RH ;

ROLFO, J .