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~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Creedy, John"
~person:"Fabozzi, Frank J."
~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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Monetary policy
Theory
Time series analysis
Welt
Ölpreis
Yield curve
7
Zinsstruktur
7
USA
6
United States
6
Anleihe
5
Bond
5
Theorie
5
Asset-Backed Securities
4
Asset-backed securities
4
Option pricing theory
4
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2005-2012
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ARCH model
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Aufsatz in Zeitschrift
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Creedy, John
Fabozzi, Frank J.
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
Jarrow, Robert A.
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
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The journal of fixed income
Australian economic papers
15
New Zealand economic papers
14
The Australian economic review
14
The economic record : er
10
The journal of portfolio management : a publication of Institutional Investor
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
Fiscal studies : the journal of the Institute for Fiscal Studies
7
International journal of theoretical and applied finance
7
Journal of economic studies
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
Computational economics
4
Economic analysis and policy
4
Economics letters
4
Journal of income distribution : an international quarterly
4
Journal of the history of economic thought
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
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
The Manchester School of Economic and Social Studies
3
The journal of asset management
3
Applied financial economics letters
2
Economica
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
Journal of international money and finance
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Journal of public economics
2
Labour economics and productivity
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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
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:
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