Tax-Induced Bias in Reported Treasury Yields
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Cited by:
- Timothy Q. Cook, 1977. "Changing yield spreads in the U.S. government bond market," Economic Review, Federal Reserve Bank of Richmond, vol. 63(Mar), pages 3-8.
- Andrea J. Heuson & Dennis J. Lasser, 1990. "Tax-Timing Options And The Pricing Of Government Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(2), pages 93-103, June.
- W. Brian Barrett & Andrea J. Heuson & Robert W. Kolb, 1986. "The Differential Effects Of Sinking Funds On Bond Risk Premia," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(4), pages 303-312, December.
- Timothy Q. Cook & Patric H. Hendershott, 1977. "The risk-free U.S. bond rate : errors in construction and use in econometric work," Working Paper 77-03, Federal Reserve Bank of Richmond.
- Gangadhar Darbha & Sudipta Dutta Roy & Vardhana Pawaskar, 2003. "Term Structure of Interest Rates in India: Issues in Estimation and Pricing," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 38(1), pages 1-19, January.
- Landon, Stuart, 2009.
"The capitalization of taxes in bond prices: Evidence from the market for Government of Canada bonds,"
Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2175-2184, December.
- Stuart Landon, 2009. "The capitalization of taxes in bond prices: Evidence from the market for Government of Canada bonds," EERI Research Paper Series EERI_RP_2009_20, Economics and Econometrics Research Institute (EERI), Brussels.
- Landon, Stuart, 2009. "The capitalization of taxes in bond prices: Evidence from the market for Government of Canada bonds," MPRA Paper 15467, University Library of Munich, Germany.
- Landon, Stuart & Smith, Constance, 2008. "Taxation and bond market investment strategies: Evidence from the market for Government of Canada bonds," MPRA Paper 9959, University Library of Munich, Germany.
- RH Gilmer Jr. & Duane R. Stock, 1988. "Yield Volatility Of Discount Coupon Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(3), pages 189-200, September.
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