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Basic Yields of Corporate Bonds, 1900-1942

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  • David Durand

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  • David Durand, 1942. "Basic Yields of Corporate Bonds, 1900-1942," NBER Books, National Bureau of Economic Research, Inc, number dura42-1.
    • Handle: RePEc:nbr:nberbk:dura42-1
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    Cited by:

    1. Andre d'Almeida Monteiro, 2010. "Estimating Interest Rate Curves by Support Vector Regression," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 717-753.
    2. Emma Berenguer-Carceles & Ricardo Gimeno & Juan M. Nave, 2012. "Estimation of the Term Structure of Interest Rates: Methodology and Applications," Working Papers 12.06, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
    3. Shiller, Robert J. & Huston McCulloch, J., 1990. "The term structure of interest rates," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 13, pages 627-722, Elsevier.
    4. Wilson, Jack W. & Jones, Charles P., 1988. "Returns On Stocks, Bonds, And Commercial Paper: Long-Term Construction, Analysis, And Comparisons," Department of Economics and Business - Archive 259430, North Carolina State University, Department of Economics.
    5. Arya Sasongko & Ali Sakti, 2020. "Sovereign Green Sukuk: Environmental Risk Model Development," Working Papers WP/02/2020, Bank Indonesia.
    6. Alexander Bogin & William Doerner, 2014. "Generating historically-based stress scenarios using parsimonious factorization," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 15(5), pages 591-611, November.
    7. Esposito, Francesco Paolo, 2011. "Credit risk tools, (numerical methods for finance, university of Limerick 2011)," MPRA Paper 40081, University Library of Munich, Germany.
    8. John Lintner, 1972. "Finance and Capital Markets," NBER Chapters, in: Economic Research. Retrospect and Prospect: Finance and Capital Markets, Fiftieth Anniversary Colloquium II, pages 1-53, National Bureau of Economic Research, Inc.
    9. Miles Livingston, 1987. "Flattening Of Bond Yield Curves," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(1), pages 17-24, March.
    10. Clifford F. Thies, 1985. "New Estimates Of The Term Structure Of Interest Rates: 1920–1939," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(4), pages 297-306, December.
    11. Das, Rituparna, 2010. "Indian G-Sec Market II: Anatomy of Short Rates," MPRA Paper 27553, University Library of Munich, Germany.
    12. Aryo Sasongko & Cynthia Afriani Utama & Buddi Wibowo & Zaäfri Ananto Husodo, 2019. "Modifying Hybrid Optimisation Algorithms to Construct Spot Term Structure of Interest Rates and Proposing a Standardised Assessment," Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 957-1003, October.
    13. Stanley Diller, 1969. "Expectations in the Term Structure of Interest Rates," NBER Chapters, in: Economic Forecasts and Expectations: Analysis of Forecasting Behavior and Performance, pages 112-166, National Bureau of Economic Research, Inc.
    14. Ben Hunt, 1995. "Fitting Parsimonious Yield Curve Models to Australian Coupon Bond Data," Working Paper Series 51, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

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