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The journal of fixed income
The journal of futures markets
395
Journal of banking & finance
187
International journal of theoretical and applied finance
170
Energy economics
121
The journal of finance : the journal of the American Finance Association
121
Journal of financial economics
101
Applied mathematical finance
79
Journal of financial and quantitative analysis : JFQA
76
International review of financial analysis
70
Review of derivatives research
68
SpringerLink / BĂĽcher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
Finance research letters
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NBER working paper series
63
The European journal of finance
62
International review of economics & finance : IREF
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Quantitative finance
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Working paper / National Bureau of Economic Research, Inc.
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60
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
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45
Finance and stochastics
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
42
Economics letters
41
Applied economics letters
40
Wiley finance series
40
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
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36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
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ECONIS (ZBW)
45
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1
Estimating the term structure of volatility and fixed-income derivative pricing
Gonçalves, Franklin de O.
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 32-39
Persistent link: https://www.econbiz.de/10001205427
Saved in:
2
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
3
Dynamic cross hedging with mortgage-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
4
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:
5
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:
6
Effective and empirical durations of mortgage securities
Hayre, Lakhbir
- In:
The journal of fixed income
6
(
1997
)
4
,
pp. 17-33
Persistent link: https://www.econbiz.de/10001218361
Saved in:
7
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
8
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
9
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
10
Investment performance of credit risk transfer securities (CRTs) : the early evidence
Gao, Chao
;
McConnell, John J.
- In:
The journal of fixed income
28
(
2018
)
2
,
pp. 6-15
Persistent link: https://www.econbiz.de/10011963854
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