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~isPartOf:"The journal of fixed income"
~language:"afr"
~language:"eng"
~language:"fra"
~language:"hrv"
~language:"nld"
~language:"sqi"
~person:"Fabozzi, Frank J."
~person:"Güth, Werner"
~person:"Jarrow, Robert A."
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Pestieau, Pierre"
~subject:"Kreditsicherung"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Kreditsicherung
Lieferkette
Theorie
Time series analysis
USA
Unternehmenserfolg
Volatility
Welt
Yield curve
8
Zinsstruktur
8
Theory
7
United States
7
Credit risk
6
Kreditrisiko
6
Anleihe
5
Bond
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Credit derivative
5
Kreditderivat
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Asset-Backed Securities
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Insolvenz
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Option pricing theory
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Optionspreistheorie
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Credit rating
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Estimation
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Hypothek
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Portfolio selection
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Portfolio-Management
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2000-2003
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ARCH model
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16
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Fabozzi, Frank J.
Güth, Werner
Jarrow, Robert A.
Lien, Da-hsiang Donald
McAleer, Michael
Pestieau, Pierre
Cantor, Richard
10
Chen, Ren-Raw
7
Dynkin, Lev
7
Goodman, Laurie Sharon
7
Fridson, Martin S.
6
Ilmanen, Antti
6
Koutmos, Gregory
5
Lucas, Douglas J.
5
Martellini, Lionel
5
Ap Gwilym, Owain
4
Das, Sanjiv R.
4
Dor, Arik Ben
4
Lai, Van Son
4
Packer, Frank
4
Wu, Chunchi
4
Bhanot, Karan
3
Bhansali, Vineer
3
Blanc-Brude, Frédéric
3
Byström, Hans N. E.
3
Garman, M. Christopher
3
Gauthier, Laurent
3
Hasan, Majid
3
Helwege, Jean
3
Ho, Jeffrey
3
Ho, Thomas S. Y.
3
Hu, Jian
3
Hyman, Jay
3
Konstantinovsky, Vadim
3
Liu, Sheen
3
Longstaff, Francis A.
3
Peristiani, Stavros C.
3
Reisman, Haim
3
Rendleman, Richard J.
3
Skinner, Frank S.
3
Thomas, Stephen
3
Warga, Arthur D.
3
Altman, Edward I.
2
Ambrose, Brent William
2
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The journal of fixed income
The journal of futures markets
44
Applied economics
23
International review of economics & finance : IREF
21
Economics letters
20
Homo oeconomicus
19
Econometric reviews
18
Journal of econometrics
18
Journal of public economics
18
Valuation, financial modeling, and quantitative tools
18
Journal of economic surveys
17
The handbook of fixed income securities
16
International tax and public finance
15
Finance research letters
14
Journal of institutional and theoretical economics : JITE
14
Journal of population economics
14
Review of derivatives research
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic behavior & organization : JEBO
13
The journal of portfolio management : a publication of Institutional Investor
13
Journal of risk and financial management : JRFM
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
The journal of portfolio management : JPM
12
International journal of theoretical and applied finance
11
Investment management and financial management
11
Applied financial economics
10
International review of financial analysis
10
Journal of banking & finance
10
Journal of public economic theory
10
Financial markets and instruments
9
Energy economics
8
Journal of financial and quantitative analysis : JFQA
8
Metroeconomica : international review of economics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Theory and decision : an international journal for multidisciplinary advances in decision science
8
European economic review : EER
7
Handbook of financial markets : securities, options and futures
7
Journal of evolutionary economics : JEE
7
Journal of forecasting
7
Review of quantitative finance and accounting
7
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ECONIS (ZBW)
16
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Higher-order durations with respect to inflation and real rates and their portfolio management applications
Fabozzi, Frank J.
;
Xu, Yuewu
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 69-79
Persistent link: https://www.econbiz.de/10009670754
Saved in:
8
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
9
Empirical evidence on CDO performance
Newman, Daniel
;
Fabozzi, Frank J.
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 32-40
Persistent link: https://www.econbiz.de/10003777612
Saved in:
10
Event of default provisions and the valuation of ABS CDO tranches
Goodman, Laurie Sharon
;
Newman, Daniel
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 85-89
Persistent link: https://www.econbiz.de/10003687364
Saved in:
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