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~isPartOf:"Global finance journal"
~isPartOf:"Research in international business and finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~source:"econis"
~subject:"Yield curve"
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Boonlert Jitmaneeroj
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Global finance journal
Research in international business and finance
The journal of fixed income
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12
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9
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International review of financial analysis
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ECONIS (ZBW)
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1
Is Thailand's credit default swap market linked to bond and stock markets? : evidence from the term structure of credit spreads
Boonlert Jitmaneeroj
- In:
Research in international business and finance
46
(
2018
),
pp. 324-341
Persistent link: https://www.econbiz.de/10011983668
Saved in:
2
Forecasting swap spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
Saved in:
3
The forecasting efficiency of the dynamic Nelson Siegel model on credit default swaps
Shaw, Frances
;
Murphy, Finbarr
;
O'Brien, Fergal
- In:
Research in international business and finance
30
(
2014
),
pp. 348-368
Persistent link: https://www.econbiz.de/10010391732
Saved in:
4
Modeling swap spreads in normal and stressed environments
Bhansali, Vineer
;
Schwarzkopf, Yonathan
;
Wise, Mark B.
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 5-23
Persistent link: https://www.econbiz.de/10003848027
Saved in:
5
Interpolating the term structure from par yield and swap curves
Rendleman, Richard J.
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 80-89
Persistent link: https://www.econbiz.de/10002030036
Saved in:
6
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
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