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~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Creedy, John"
~person:"Fabozzi, Frank J."
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Wandelanleihe"
~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
Inflation
Monetary policy
Theory
Time series analysis
Wandelanleihe
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
Optionspreistheorie
4
Collateral
3
Credit derivative
3
Credit rating
3
Credit risk
3
Kreditderivat
3
Kreditrisiko
3
Kreditsicherung
3
Kreditwürdigkeit
3
Portfolio selection
3
Portfolio-Management
3
Convertible bond
2
Derivat
2
Derivative
2
Hypothek
2
Insolvency
2
Insolvenz
2
Mortgage
2
Schätzung
2
2000-2003
1
2005-2012
1
ARCH model
1
ARCH-Modell
1
Betriebliche Liquidität
1
Bond fund
1
CAPM
1
Capital income
1
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Article
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Article in journal
Aufsatz im Buch
Conference paper
Multi-volume publication
Aufsatz in Zeitschrift
7
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Bosnian
English
Author
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Creedy, John
Fabozzi, Frank J.
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
Batta, George
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
Kunčev, Ognjan I.
2
Liu, Sheen
2
Milanov, Krasimir
2
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The journal of fixed income
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
Investment management and financial management
10
The economic record : er
10
The journal of portfolio management : a publication of Institutional Investor
9
Bulletin of economic research
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
The journal of portfolio management : JPM
7
Financial markets and instruments
6
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
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
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
Advances in econometrics, income distribution and scientific methodology : essays in honor of Camilo Dagum : with 31 tables
2
Applied financial economics letters
2
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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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