Modeling municipal yields with (and without) bond insurance
Year of publication: |
2019
|
---|---|
Authors: | Chun, Albert Lee ; Namvar, Ethan ; Ye, Xiaoxia ; Yu, Fan |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 8, p. 3694-3713
|
Subject: | municipal bonds | bond insurance | monoline | default risk | liquidity risk | term structure modeling | Kommunalobligation | Municipal bond | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Kreditversicherung | Credit insurance | Risikoprämie | Risk premium | Anleihe | Bond | Versicherung | Insurance | Öffentliche Anleihe | Public bond |
-
Bond insurance and public sector employment
Amornsiripanitch, Natee, (2022)
-
Municipal bond insurance : identifying the best payment plan
Kalotay, Andrew J., (2017)
-
Decomposing Japanese municipal bond spreads : default and liquidity premiums in times of crisis
Hattori, Takahiro, (2018)
- More ...
-
Modeling Municipal Yields with (and without) Bond Insurance
Chun, Albert Lee, (2018)
-
A Unified HJM Approach to Non-Markov Gaussian Dynamic Term Structure Models : International Evidence
Li, Haitao, (2019)
-
Unifying Gaussian Dynamic Term Structure Models from a Heath-Jarrow-Morton Perspective
Li, Haitao, (2020)
- More ...