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Fabozzi, Frank J.
7
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The journal of fixed income
NBER working paper series
270
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
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211
Discussion paper / Centre for Economic Policy Research
132
Journal of financial economics
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119
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111
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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57
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ECONIS (ZBW)
140
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
A unified credit and interest rate arbitrage-free contingent claim model
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 5-17
Persistent link: https://www.econbiz.de/10003808952
Saved in:
9
The structural change in mortgage-treasury spreads during the credit crunch
Mashayekh-Ahangarani, Pouyan
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 47-51
Persistent link: https://www.econbiz.de/10003808974
Saved in:
10
What makes the municipal yield curve rise?
Kalotay, Andrew J.
;
Dorigan, Michael P.
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 65-71
Persistent link: https://www.econbiz.de/10003808981
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