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The journal of fixed income
NBER working paper series
593
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1
Credit spread arbitrage in emerging Eurobond markets
Almeida, Caio
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 100-110
Persistent link: https://www.econbiz.de/10001549805
Saved in:
2
Market expectations and default risk premium in credit default swap prices : a study of Argentine default
Zhang, Frank Xiaoling
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10003757570
Saved in:
3
Default and recovery rates of sovereign bonds : a case study of the Argentine crisis
Andritzky, Jochen R.
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 97-107
Persistent link: https://www.econbiz.de/10003229864
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
The term structure of mortgage rates : Citigroup's MOATS model
Bhattacharjee, Ranjit
;
Hayre, Lakhbir S.
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 34-47
Persistent link: https://www.econbiz.de/10003339387
Saved in:
8
Bond portfolio optimization : a risk-return approach
Korn, Olaf
;
Koziol, Christion
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 48-60
Persistent link: https://www.econbiz.de/10003339406
Saved in:
9
Additional analytical approximations of the term structure and distributional assumptions for jump-diffusion processes
Durham, J. Benson
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10003339418
Saved in:
10
Factor dependence and estimation risk for cap-related interest rat exotics
Kerkhof, Franciscus Lambertus Johannes
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 74-83
Persistent link: https://www.econbiz.de/10003339423
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