INTEREST-RATE UNCERTAINTY AND VALUE OF BOND CALL PROTECTION

被引：15

作者：

BODIE, Z ^{[1
]}

FRIEDMAN, BM ^{[1
]}

机构：

[1] HARVARD UNIV, BOSTON, MA 02115 USA

来源：

关键词：

D O I：

10.1086/260645

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：19 / 43

页数：25

共 21 条

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[2]

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[4]

BODIE Z, 1977, HETEROGENEOUS EXPECT

[5]

ELTON EJ, 1972, J FINANC, V27, P891

[6]

FAIR R, 1971, J MONEY CREDIT BANK, V3, P733

[7]

FRIEDMAN BM, 1975, NEW ENGLAND ECON MAY, P35

[8]

HESS AP, 1962, VALUE CALL PRIVILEGE

[9]

Hicks J. R., 1939, VALUE CAPITAL INQUIR

[10] EFFECT OF CALL RISK ON CORPORATE BOND YIELDS [J].

JEN, FC ;

WERT, JE .