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Dissecting corporate bond and CDS spreads
Lin, Hai; Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 3, pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
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Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 4, pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
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Effects of credit quality on tax-exempt and taxable yields
Liu, Sheen; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 13 (2003) 2, pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
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A LIBOR-based approach to modeling the mortgage basis
Goodman, Laurie Sharon - In: The journal of fixed income 8 (1998) 2, pp. 29-35
Persistent link: https://www.econbiz.de/10001252730
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Callable pass-throughs : exercise behavior
Goodman, Laurie; Ho, Jeffrey - In: The journal of fixed income 8 (1998) 3, pp. 49-56
Persistent link: https://www.econbiz.de/10001364564