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~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Stiglitz, Joseph E."
~person:"Thisse, Jacques-François"
~subject:"Asset-Backed Securities"
~subject:"Credit risk"
~subject:"Risk management"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-Backed Securities
Credit risk
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Theory
Volatilität
Yield curve
7
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7
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6
United States
6
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5
Bond
5
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4
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Fabozzi, Frank J.
Stiglitz, Joseph E.
Thisse, Jacques-François
Cantor, Richard
8
Chen, Ren-Raw
8
Das, Sanjiv R.
6
Goodman, Laurie Sharon
5
Koutmos, Gregory
5
Wu, Chunchi
5
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4
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2
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2
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2
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2
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The journal of fixed income
Valuation, financial modeling, and quantitative tools
19
Journal of urban economics
17
The American economic review
17
The handbook of fixed income securities
16
European economic review : EER
13
Investment management and financial management
13
Journal of public economics
10
Financial markets and instruments
9
International journal of theoretical and applied finance
9
Journal of regional science
8
The economic journal : the journal of the Royal Economic Society
8
The journal of portfolio management : a publication of Institutional Investor
8
Regional science & urban economics
7
Computational economics
6
Economics letters
6
International economic review
6
Journal of banking & finance
6
The journal of industrial economics
6
The journal of portfolio management : JPM
6
Applied economics
5
International journal of industrial organization
5
Papers and proceedings of the ... annual congress of the European Economic Association
5
The quarterly journal of economics
5
Applied financial economics
4
European journal of operational research : EJOR
4
Finance research letters
4
Journal of economic behavior & organization : JEBO
4
Journal of economic dynamics & control
4
Journal of international money and finance
4
Oxford economic papers
4
The journal of fixed income : JFI
4
Annals of operations research
3
Industrial and corporate change
3
International journal of economic theory
3
International review of financial analysis
3
Journal of development economics
3
Journal of economics & management strategy : JEMS
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Journal of international economics
3
Oxford review of economic policy
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ECONIS (ZBW)
12
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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
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
4
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:
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
Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
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
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
9
Event of default provisions and the valuation of ABS CDO tranches
Goodman, Laurie Sharon
;
Newman, Daniel
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 85-89
Persistent link: https://www.econbiz.de/10003687364
Saved in:
10
Incorporating the dynamic link between mortgage and treasury markets in pricing and hedging MBS
Bhattacharya, Anand K.
;
Sekhar, Aryasomayajula
; …
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 39-45
Persistent link: https://www.econbiz.de/10003400066
Saved in:
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