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source:"econis"
~isPartOf:"The journal of fixed income"
~subject:"Yield curve"
~subject:"Zins"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Fabozzi, Frank J.
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The journal of fixed income
NBER working paper series
268
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
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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21
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
Saved in:
22
How to deform a yield curve : the most likely deformation of a yield curve consistent with subjective views
Saroka, Ivan
;
Rebonato, Riccardo
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 30-38
Persistent link: https://www.econbiz.de/10011292824
Saved in:
23
A new approach to measuring market expectations and term premia
Ye, Xiaoxia
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 22-46
Persistent link: https://www.econbiz.de/10011293464
Saved in:
24
Another view on US treasury term premiums
Durham, J. Benson
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 5-21
Persistent link: https://www.econbiz.de/10011293468
Saved in:
25
Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
Saved in:
26
Estimation of the term structure of CDS-adjusted risk-free interest rates
Kagraoka, Yusho
;
Moussa, Zakaria
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 29-44
Persistent link: https://www.econbiz.de/10011660672
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27
US interest rates and emerging market bond yield spreads : a changing relationship?
Gueye, Cheikh A.
;
Sy, Amadou N. R.
- In:
The journal of fixed income
22
(
2013
)
4
,
pp. 48-52
Persistent link: https://www.econbiz.de/10009745228
Saved in:
28
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
29
The supply and demand factor in the bond market : implications for bond risk and return
Fan, Longzhen
;
Li, Canlin
;
Zhou, Guofu
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 62-81
Persistent link: https://www.econbiz.de/10010196990
Saved in:
30
A default risk model under macroeconomic conditions
Li, Weiping
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 98-113
Persistent link: https://www.econbiz.de/10010198647
Saved in:
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