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~isPartOf:"The journal of fixed income"
~subject:"CAPM"
~subject:"EU-Staaten"
~subject:"Risiko"
~subject:"Zinsstruktur"
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The journal of fixed income
Finance research letters
36
Journal of banking & finance
22
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17
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ECONIS (ZBW)
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1
The bond coupon's impact on liquidity
Rush, Stephen
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 34-39
Persistent link: https://www.econbiz.de/10011900628
Saved in:
2
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
3
The new market for treasury floating rate notes
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 52-64
Persistent link: https://www.econbiz.de/10011803808
Saved in:
4
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
5
Decomposing risks in bond portfolios : international evidence
Sun, David
;
Tsai, Shih-Chuan
;
Chen, Chun-Da
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011660773
Saved in:
6
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
Saved in:
7
Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
Saved in:
8
Risk premia in covered bond markets
Prokopczuk, Marcel
;
Vonhoff, Volker
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 19-29
Persistent link: https://www.econbiz.de/10009670722
Saved in:
9
Ex ante estimation of a firm's distress risk parameters from bond transaction data
Kadiyala, Padma
;
Chakravarty, Sugato
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 6-22
Persistent link: https://www.econbiz.de/10003893435
Saved in:
10
Crisis-robust bond portfolios
Brière, Marie
;
Szafarz, Ariane
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 57-70
Persistent link: https://www.econbiz.de/10003777621
Saved in:
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