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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:"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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Creedy, John
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The journal of fixed income
The journal of portfolio management : JPM
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New Zealand economic papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of financial analysis
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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
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:
4
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:
5
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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