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~person:"Fabozzi, Frank J."
~person:"Hagen, Jürgen von"
~subject:"Credit risk"
~subject:"Staatspapier"
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Fabozzi, Frank J.
Hagen, Jürgen von
Fleming, Michael J.
50
D'Amico, Stefania
28
Krishnamurthy, Arvind
23
Garbade, Kenneth D.
20
Brandt, Michael W.
18
Longstaff, Francis A.
18
He, Zhiguo
14
Durham, J. Benson
13
Scalia, Antonio
12
Acharya, Viral V.
11
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11
Du, Wenxin
11
Dungey, Mardi H.
11
Fleckenstein, Matthias
11
Hortaçsu, Ali
11
Keane, Frank M.
11
Kim, Don H.
11
Sack, Brian
11
Lo, Ingrid
10
Neely, Christopher J.
10
Viceira, Luis M.
10
Boyarchenko, Nina
9
Goldreich, David
9
Li, Canlin
9
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9
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9
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9
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9
Shen, Pu
9
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9
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9
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9
Wei, Min
9
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8
Jiang, George J.
8
Kastl, Jakub
8
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8
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8
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8
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1
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
Saved in:
2
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
3
The credit analysis of municipal bonds
Feldstein, Sylvan G.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765557
Saved in:
4
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:
5
US treasury and agency securities
Fabozzi, Frank J.
;
Fleming, Michael J.
- In:
The handbook of fixed income securities
,
(pp. 229-250)
.
2005
Persistent link: https://www.econbiz.de/10003054220
Saved in:
6
The handbook of treasury strategies : trading and portfolio strategies
Fabozzi, Frank J.
(
contributor
)
-
1987
Persistent link: https://www.econbiz.de/10004674041
Saved in:
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