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~isPartOf:"Dynamique des marchés financiers et prévisions"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Fabozzi, Frank J."
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"Credit risk"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Portfolio selection"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
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Börsenkurs
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Theorie
14
Yield curve
10
Zinsstruktur
10
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7
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Fabozzi, Frank J.
Gouriéroux, Christian
Jarrow, Robert A.
Chen, Ren-Raw
10
Wu, Chunchi
8
Cantor, Richard
7
Das, Sanjiv R.
7
Nijman, Theodore E.
6
Wang, Yudong
6
Baillie, Richard
5
Dionne, Georges
5
Dor, Arik Ben
5
Frijns, Bart
5
Harvey, Campbell R.
5
Ap Gwilym, Owain
4
Bhanot, Karan
4
Conrad, Christian
4
Helwege, Jean
4
Koedijk, Kees
4
Koop, Gary
4
Lai, Van Son
4
Lehnert, Thorsten
4
Li, Kai
4
Liu, Sheen
4
Martellini, Lionel
4
Martens, Martin
4
Račev, Svetlozar T.
4
Schotman, Peter C.
4
Wei, K. C. John
4
Wu, Chongfeng
4
Ball, Clifford A.
3
Bekaert, Geert
3
Blanc-Brude, Frédéric
3
Brooks, Chris
3
Brown, Sarah
3
Byström, Hans N. E.
3
Cheng, Tingting
3
Christiansen, Charlotte
3
Ding, Zhuanxin
3
Dynkin, Lev
3
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Dynamique des marchés financiers et prévisions
Journal of empirical finance
The journal of fixed income
Journal of econometrics
18
The journal of portfolio management : a publication of Institutional Investor
16
Journal of banking & finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
International journal of theoretical and applied finance
13
Finance research letters
12
Review of derivatives research
11
The journal of portfolio management : JPM
9
Applied economics
8
Annales d'économie et de statistique
6
Econometric theory
6
Journal of financial and quantitative analysis : JFQA
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
The Frank J. Fabozzi series
6
The journal of fixed income : JFI
6
The quarterly journal of finance
6
European journal of operational research : EJOR
5
Journal of international money and finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The review of financial studies
5
Annals of economics and statistics
4
Annals of finance
4
Annual review of financial economics
4
Computational economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Journal of economic dynamics & control
4
Quantitative finance
4
Review of quantitative finance and accounting
4
The journal of finance : the journal of the American Finance Association
4
Annals of operations research
3
Applied financial economics
3
Applied financial economics letters
3
Econometric reviews
3
Finance and stochastics
3
Financial analysts' journal : FAJ
3
International review of financial analysis
3
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ECONIS (ZBW)
24
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1
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
2
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
3
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
4
The impact of market conditions on bond fund managers
Parikh, Harsh
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 6-22
Persistent link: https://www.econbiz.de/10011803826
Saved in:
5
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
6
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
7
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
Saved in:
8
A binomial-tree model for convertible bond pricing
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 79-94
Persistent link: https://www.econbiz.de/10009711223
Saved in:
9
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
10
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:
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