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~isPartOf:"The journal of fixed income : JFI"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference proceedings"
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Fabozzi, Frank J.
Phillips, Peter C. B.
Shogren, Jason F.
Rebonato, Riccardo
6
Dor, Arik Ben
4
Chen, Ren-Raw
3
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The journal of fixed income : JFI
Econometric theory
68
Journal of econometrics
66
The journal of portfolio management : JPM
34
Investment management and financial management
29
The journal of portfolio management : a publication of Institutional Investor
29
Valuation, financial modeling, and quantitative tools
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Economics letters
27
The handbook of fixed income securities
26
Financial markets and instruments
25
American journal of agricultural economics
22
The journal of fixed income
21
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
17
Econometric reviews
17
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
15
The econometrics journal
13
Applied economics
12
International journal of theoretical and applied finance
12
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Journal of banking & finance
11
Resource and energy economics
10
European journal of operational research : EJOR
9
Finance research letters
9
Journal of economic behavior & organization : JEBO
9
Applied financial economics
7
Handbook of financial markets : securities, options and futures
7
International economic review
7
Journal of applied econometrics
7
Applied economics letters
6
Computational economics
6
International review of financial analysis
6
Journal of international money and finance
6
Journal of risk and uncertainty : JRU
6
New Zealand economic papers
6
Public choice
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The handbook of mortgage-backed securities
6
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic dynamics & control
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ECONIS (ZBW)
9
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1
How do alternatives to LIBOR measure up?
Sabry, Faten
;
Fabozzi, Frank J.
;
Roya, Ramisa
- In:
The journal of fixed income : JFI
33
(
2023
)
4
,
pp. 45-62
Persistent link: https://www.econbiz.de/10014534071
Saved in:
2
Contributions of The Journal of Fixed Income to Fixed-Income Analytics
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
2
,
pp. 7-27
Persistent link: https://www.econbiz.de/10014231356
Saved in:
3
Contributions of The Journal of Fixed Income to MBS analysis
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
2
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014231357
Saved in:
4
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
5
Rise of the machines : application of machine learning to mortgage prepayment modeling
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 6-19
Persistent link: https://www.econbiz.de/10012802442
Saved in:
6
Servicer influence on mortgage prepayments
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
1
,
pp. 91-97
Persistent link: https://www.econbiz.de/10014231350
Saved in:
7
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
Saved in:
8
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
9
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
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