Switching interest rate sensitivity regimes of US corporates
Year of publication: |
2020
|
---|---|
Authors: | Gubareva, Mariya ; Borges, Maria Rosa |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-25
|
Subject: | Corporate debt | Downside risk management | Fixed income | Interest rate sensitivity | Portfolio performance evaluation | USA | United States | Zins | Interest rate | Portfolio-Management | Portfolio selection | Theorie | Theory | Zinsrisiko | Interest rate risk |
-
Gubareva, Mariya, (2016)
-
Binary interest rate sensitivities of emerging market corporate bonds
Gubareva, Mariya, (2018)
-
Gubareva, Mariya, (2016)
- More ...
-
Typological Classification, Diagnostics, and Measurement of Flights-to-Quality
Gubareva, Mariya, (2013)
-
Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya, (2016)
-
Typological classification, diagnostics, and measurement of flights-to-quality
Gubareva, Mariya, (2013)
- More ...