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~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Creedy, John"
~person:"Fabozzi, Frank J."
~person:"Falkenstein, Eric G."
~person:"Kunčev, Ognjan I."
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~subject:"Ölpreis"
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Creedy, John
Fabozzi, Frank J.
Falkenstein, Eric G.
Kunčev, Ognjan I.
Chen, Ren-Raw
6
Das, Sanjiv R.
4
Lai, Van Son
4
Martellini, Lionel
4
Bhanot, Karan
3
Blanc-Brude, Frédéric
3
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3
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3
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Ilmanen, Antti
3
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3
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3
Almeida, Caio
2
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2
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2
Chua, Choong Tze
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Giacometti, Rosella
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The journal of fixed income
Research paper / University of Melbourne, Department of Economics
108
Working papers
22
Melbourne Institute working paper series
18
Australian economic papers
15
The handbook of fixed income securities
15
Valuation, financial modeling, and quantitative tools
15
New Zealand economic papers
14
The Australian economic review
14
The Frank J. Fabozzi series
12
The economic record : er
12
The theory and practice of investment management
11
Investment management and financial management
10
New Zealand Treasury working paper
10
The journal of portfolio management : a publication of Institutional Investor
10
Working paper series in economics
10
Bulletin of economic research
8
The journal of portfolio management : JPM
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
International journal of theoretical and applied finance
7
Journal of economic studies
7
Financial markets and instruments
6
International tax and public finance
5
Journal of banking & finance
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
The Manchester School
5
Wiley finance
5
Computational economics
4
Economic analysis and policy
4
Economics letters
4
Frank J. Fabozzi series
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 economic journal : the journal of the Royal Economic Society
4
The international library of critical writings in economics
4
The journal of fixed income : JFI
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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
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:
7
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:
8
Testing for rating consistency in annual default rates
Cantor, Richard
;
Falkenstein, Eric G.
- In:
The journal of fixed income
11
(
2001
)
2
,
pp. 36-51
Persistent link: https://www.econbiz.de/10001618874
Saved in:
9
Minimizing basis risk from non-parallel shifts in the yield curve
Falkenstein, Eric G.
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 60-68
Persistent link: https://www.econbiz.de/10001205425
Saved in:
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