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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Yield curve
173
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80
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Fabozzi, Frank J.
7
Ho, Thomas S. Y.
4
Durham, J. Benson
3
Ilmanen, Antti
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Rudebusch, Glenn D.
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Russo, Vincenzo
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Yi, Sang-bin
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
119
Journal of financial economics
116
International journal of theoretical and applied finance
111
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109
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106
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73
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working papers series / Federal Reserve Bank of San Francisco
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The journal of futures markets
59
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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71
Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze
;
Koh, Winston T. H.
;
Ramaswamy, Krishna
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003339377
Saved in:
72
The term structure of mortgage rates : Citigroup's MOATS model
Bhattacharjee, Ranjit
;
Hayre, Lakhbir S.
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 34-47
Persistent link: https://www.econbiz.de/10003339387
Saved in:
73
Bond portfolio optimization : a risk-return approach
Korn, Olaf
;
Koziol, Christion
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 48-60
Persistent link: https://www.econbiz.de/10003339406
Saved in:
74
Additional analytical approximations of the term structure and distributional assumptions for jump-diffusion processes
Durham, J. Benson
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10003339418
Saved in:
75
Factor dependence and estimation risk for cap-related interest rat exotics
Kerkhof, Franciscus Lambertus Johannes
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 74-83
Persistent link: https://www.econbiz.de/10003339423
Saved in:
76
Tree-structured multiple regimes in interest rates
Audrino, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 338-353
Persistent link: https://www.econbiz.de/10003349357
Saved in:
77
The reaction of term structure of interest rates to monetary policy actions
Goukasian, Levon
;
Cialenco, Igor
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 76-91
Persistent link: https://www.econbiz.de/10003400093
Saved in:
78
Volatility skew and the valuation of mortgages
Bhattacharjee, Ranjit
;
Badak, Bransislav
;
Russell, Robert A.
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 39-53
Persistent link: https://www.econbiz.de/10003422025
Saved in:
79
Term-structure slope risk : convexity revisited
Hodges, Stewart D.
;
Parekh, Naru
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 54-59
Persistent link: https://www.econbiz.de/10003422034
Saved in:
80
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
;
Jensen, Malene Shin
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 16-33
Persistent link: https://www.econbiz.de/10003303931
Saved in:
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