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Yield curve
139
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139
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71
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68
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63
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Fabozzi, Frank J.
9
Goodman, Laurie Sharon
7
Ho, Thomas S. Y.
5
Hayre, Lakhbir
4
Ho, Jeffrey
4
Koutmos, Gregory
4
Durham, J. Benson
3
Dynkin, Lev
3
Ilmanen, Antti
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Russo, Vincenzo
3
Yi, Sang-bin
3
Zhu, Jun
3
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2
Bhanot, Karan
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2
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2
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2
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Chua, Choong Tze
2
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2
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The journal of fixed income
NBER working paper series
475
Working paper / National Bureau of Economic Research, Inc.
418
NBER Working Paper
367
Journal of banking & finance
293
The journal of real estate finance and economics
287
Finance and economics discussion series
195
Discussion paper / Centre for Economic Policy Research
190
Journal of financial economics
155
Journal of money, credit and banking : JMCB
153
The review of financial studies
149
Working paper
149
IMF working papers
148
Journal of housing economics
141
Working paper series / European Central Bank
136
ECB Working Paper
129
Journal of international money and finance
127
International journal of theoretical and applied finance
119
Finance research letters
118
Applied economics
113
Real estate economics : journal of the American Real Estate and Urban Economics Association
109
Discussion papers / CEPR
105
Economics letters
105
International review of economics & finance : IREF
105
The journal of finance : the journal of the American Finance Association
104
Staff reports / Federal Reserve Bank of New York
100
Economic modelling
96
Journal of monetary economics
93
FEDS Working Paper
87
Journal of economic dynamics & control
87
Working Paper
86
Working papers / Federal Reserve Bank of Philadelphia, Research Department
86
Discussion paper
85
CESifo working papers
84
Working papers series / Federal Reserve Bank of San Francisco
82
Applied economics letters
81
Journal of empirical finance
76
Applied financial economics
75
International review of financial analysis
75
The real estate finance journal
74
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ECONIS (ZBW)
193
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1
The bond coupon's impact on liquidity
Rush, Stephen
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 34-39
Persistent link: https://www.econbiz.de/10011900628
Saved in:
2
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:
3
A simple, transparent, and accurate
mortgage
valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
4
A fixed-rate
mortgage
valuation model in three state variables
Brunson, Andrew L.
;
Kau, James B.
;
Keenan, Donald C.
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10001595320
Saved in:
5
Modeling the dynamics of MBS spreads
Koutmos, Gregory
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 43-49
Persistent link: https://www.econbiz.de/10001745239
Saved in:
6
Interest rates : Normal or lognormal?
Ho, Jeffrey
;
Goodman, Laurie Sharon
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 33-45
Persistent link: https://www.econbiz.de/10001803145
Saved in:
7
Pricing and hedging caps on the Swiss index of
mortgage
rates
Bruand, Martin
- In:
The journal of fixed income
7
(
1998
)
4
,
pp. 94-111
Persistent link: https://www.econbiz.de/10001243515
Saved in:
8
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
Saved in:
9
Time-varying empirical duration and slope effects for
mortgage
-backed securities
Kon, Stanley Jay
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001252731
Saved in:
10
Prepayment option and the interest rate differential between a fixed- and floating-rate
mortgage
loan
Jou, Jyh-Bang
;
Lee, Tan
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011660743
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