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~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Creedy, John"
~person:"Durham, J. Benson"
~person:"Fabozzi, Frank J."
~person:"Kunčev, Ognjan I."
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"United States"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Estimation
Haftung
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Ölpreis
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10
Zinsstruktur
10
USA
8
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Creedy, John
Durham, J. Benson
Fabozzi, Frank J.
Kunčev, Ognjan I.
Cantor, Richard
10
Chen, Ren-Raw
7
Dynkin, Lev
7
Goodman, Laurie Sharon
7
Fridson, Martin S.
6
Ilmanen, Antti
6
Koutmos, Gregory
5
Martellini, Lionel
5
Das, Sanjiv R.
4
Dor, Arik Ben
4
Lai, Van Son
4
Lucas, Douglas J.
4
Packer, Frank
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Wu, Chunchi
4
Ap Gwilym, Owain
3
Bhanot, Karan
3
Bhansali, Vineer
3
Blanc-Brude, Frédéric
3
Byström, Hans N. E.
3
Curtillet, Jean-Christophe
3
Garman, M. Christopher
3
Gauthier, Laurent
3
Hasan, Majid
3
Helwege, Jean
3
Ho, Thomas S. Y.
3
Hu, Jian
3
Hyman, Jay
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Jarrow, Robert A.
3
Konstantinovsky, Vadim
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Liu, Sheen
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Longstaff, Francis A.
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Peristiani, Stavros C.
3
Reisman, Haim
3
Rendleman, Richard J.
3
Skinner, Frank S.
3
Thomas, Stephen
3
Warga, Arthur D.
3
Almeida, Caio
2
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The journal of fixed income
The handbook of fixed income securities
17
Valuation, financial modeling, and quantitative tools
17
Australian economic papers
15
New Zealand economic papers
14
The Australian economic review
14
The journal of portfolio management : a publication of Institutional Investor
13
Investment management and financial management
11
The economic record : er
10
The journal of portfolio management : JPM
9
Bulletin of economic research
8
Financial markets and instruments
8
Applied economics
7
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
7
Fiscal studies : the journal of the Institute for Fiscal Studies
7
Handbook of financial markets : securities, options and futures
7
International journal of theoretical and applied finance
7
Journal of banking & finance
6
Journal of economic studies
6
International tax and public finance
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
The Manchester School
5
Applied financial economics
4
Computational economics
4
Economic analysis and policy
4
Economics letters
4
Financial analysts' journal : FAJ
4
Journal of income distribution : an international quarterly
4
Journal of the history of economic thought
4
Nonlinear economic models : cross-sectional, times series and neural network applications
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Economic modelling
3
European journal of operational research : EJOR
3
History of economics review : HER
3
International review of financial analysis
3
Journal of economic surveys
3
Review of quantitative finance and accounting
3
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ECONIS (ZBW)
14
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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
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:
5
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:
6
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:
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
Monetary policy and interest rate factors
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Henderson, Brian J.
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 63-70
Persistent link: https://www.econbiz.de/10003893446
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
Implied interest rate skew, term premiums, and the "conundrum"
Durham, J. Benson
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 88-99
Persistent link: https://www.econbiz.de/10003729823
Saved in:
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