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~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Creedy, John"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Kunčev, Ognjan I."
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Estimation
Haftung
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Theory
Time series analysis
Welt
Ölpreis
Yield curve
8
Zinsstruktur
8
Theorie
7
USA
7
United States
7
Credit risk
6
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6
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5
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5
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Option pricing theory
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Optionspreistheorie
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Credit rating
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Hypothek
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Portfolio selection
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Creedy, John
Fabozzi, Frank J.
Jarrow, Robert A.
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
Byström, Hans N. E.
3
Cantor, Richard
3
Hasan, Majid
3
Ilmanen, Antti
3
Longstaff, Francis A.
3
Almeida, Caio
2
Berg, Tobias
2
Cathcart, Lara
2
Chua, Choong Tze
2
Curtillet, Jean-Christophe
2
Dieudonné, Mathieu
2
Dopfel, Frederick E.
2
Dorfleitner, Gregor
2
Durham, J. Benson
2
Falkenstein, Eric G.
2
Füss, Roland
2
Geng, Gary
2
Giacometti, Rosella
2
Goodman, Laurie Sharon
2
Heston, Steven L.
2
Ho, Thomas S. Y.
2
Hodges, Stewart D.
2
Jahel, Lina el
2
Kagraoka, Yusho
2
Kim, Young Shin
2
Kon, Stanley Jay
2
Koutmos, Gregory
2
Kunisch, Michael
2
Liu, Sheen
2
Milanov, Krasimir
2
Milhau, Vincent
2
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The journal of fixed income
Australian economic papers
15
New Zealand economic papers
14
The Australian economic review
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
International journal of theoretical and applied finance
10
Review of derivatives research
10
The economic record : er
10
The journal of portfolio management : a publication of Institutional Investor
10
Journal of banking & finance
9
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
Finance research letters
7
Fiscal studies : the journal of the Institute for Fiscal Studies
7
Journal of economic studies
6
Journal of financial and quantitative analysis : JFQA
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Annual review of financial economics
5
International tax and public finance
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
The Manchester School
5
The journal of finance : the journal of the American Finance Association
5
The journal of fixed income : JFI
5
Computational economics
4
Economic analysis and policy
4
Economics letters
4
Journal of economic surveys
4
Journal of income distribution : an international quarterly
4
Journal of the history of economic thought
4
Review of quantitative finance and accounting
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The review of financial studies
4
Annals of finance
3
Annals of operations research
3
Economic modelling
3
European journal of operational research : EJOR
3
Finance and stochastics
3
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ECONIS (ZBW)
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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
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:
10
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
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