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Implied interest rate skew, term premiums, and the "conundrum"
Durham, J. Benson - In: The journal of fixed income 17 (2007) 4, pp. 88-99
Persistent link: https://www.econbiz.de/10003729823
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Short-term predictability of the term structure
Reisman, Haim; Zohar, Gady - In: The journal of fixed income 14 (2004) 3, pp. 7-14
Persistent link: https://www.econbiz.de/10002682297
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Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze; Koh, Winston T. H.; Ramaswamy, Krishna - In: The journal of fixed income 15 (2006) 4, pp. 20-33
Persistent link: https://www.econbiz.de/10003339377
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Monetary policy and interest rate factors
Buetow, Gerald W.; Fabozzi, Frank J.; Henderson, Brian J. - In: The journal of fixed income 19 (2009/10) 2, pp. 63-70
Persistent link: https://www.econbiz.de/10003893446
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A recursive parameter estimation technique for term structure models
Chua, Choong Tze; Ramaswamy, Krishna - In: The journal of fixed income 20 (2010/11) 3, pp. 97-110
Persistent link: https://www.econbiz.de/10008858595
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Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.; Yi, Sang-bin - In: The journal of fixed income 17 (2007) 3, pp. 18-37
Persistent link: https://www.econbiz.de/10003687350
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Build America Bonds
Ang, Andrew; Bhansali, Vineer; Xing, Yuhang - In: The journal of fixed income 20 (2010/11) 1, pp. 67-73
Persistent link: https://www.econbiz.de/10003988065
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Analyzing the changing term structure and expectations of US treasury default risk
Nippani, Srinivas; Smith, Stanley D. - In: The journal of fixed income 22 (2012) 1, pp. 52-60
Persistent link: https://www.econbiz.de/10009670741
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Predictability in the shape of the term structure of interest rates
Fabozzi, Frank J.; Martellini, Lionel; Priaulet, Philippe - In: The journal of fixed income 15 (2005) 1, pp. 40-53
Persistent link: https://www.econbiz.de/10003018774
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Forecasting sovereign credit spreads : a cointegration model
Sueppel, Ralph - In: The journal of fixed income 15 (2005) 1, pp. 54-67
Persistent link: https://www.econbiz.de/10003018846