IDEAS home Printed from https://ideas.repec.org/a/bla/jfinan/v32y1977i1p103-15.html
   My bibliography  Save this article

The Coupon Effect on Yield to Maturity

Author

Listed:
  • Caks, John

Abstract

No abstract is available for this item.

Suggested Citation

  • Caks, John, 1977. "The Coupon Effect on Yield to Maturity," Journal of Finance, American Finance Association, vol. 32(1), pages 103-115, March.
    • Handle: RePEc:bla:jfinan:v:32:y:1977:i:1:p:103-15
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0022-1082%28197703%2932%3A1%3C103%3ATCEOYT%3E2.0.CO%3B2-9&origin=repec
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yu-chin Chen & Kwok Ping Tsang, 2013. "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 185-205, March.
    2. Yu-chin Chen & Kwok Ping Tsang, 2013. "What Does the Yield Curve Tell Us about Exchange Rate Predictability?," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 185-205, March.
    3. Andre Thibeault & Larry Wynant, 1979. "Investor Reaction to the Political Environment in Quebec," Canadian Public Policy, University of Toronto Press, vol. 5(2), pages 236-247, Spring.
    4. Constantinides, George M & Ingersoll, Jonathan E, Jr, 1982. "Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves," Journal of Finance, American Finance Association, vol. 37(2), pages 349-352, May.
    5. David Bolder & David Stréliski, 1999. "Yield Curve Modelling at the Bank of Canada," Technical Reports 84, Bank of Canada.
    6. Umberto Cherubini & Agnese Sironi, "undated". "Bond Trading, Market Anomalies and Neural Networks: An Application with Kohonen Nets," Computing in Economics and Finance 1996 _012, Society for Computational Economics.
    7. Gu, Yiwen (Jenny) & Filatotchev, Igor & Greg Bell, R. & Rasheed, Abdul A., 2019. "Liability of foreignness in capital markets: Institutional distance and the cost of debt," Journal of Corporate Finance, Elsevier, vol. 57(C), pages 142-160.
    8. Michiel De Pooter, 2007. "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers 07-043/4, Tinbergen Institute.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jfinan:v:32:y:1977:i:1:p:103-15. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/afaaaea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.