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Fabozzi, Frank J.
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The journal of fixed income
MPRA Paper
1,066
ERIM Report Series Research in Management
927
NBER Working Papers
511
ECB Working Paper
472
Working Paper
400
NBER working paper series
341
LSE Research Online Documents on Economics
324
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
296
CEPR Discussion Papers
263
Working paper series / European Central Bank
257
IMF Working Paper
254
Working paper / National Bureau of Economic Research, Inc.
237
CESifo Working Paper
225
Journal of banking & finance
221
NBER Working Paper
212
CESifo working papers
187
Economics Papers from University Paris Dauphine
175
Research paper series / Swiss Finance Institute
168
Working paper
168
CESifo Working Paper Series
155
Discussion paper / Tinbergen Institute
153
Tinbergen Institute Discussion Paper
150
Tinbergen Institute Discussion Papers
139
Discussion paper / Centre for Economic Policy Research
133
Finance
130
Finance and economics discussion series
129
FEDS Working Paper
127
Journal of Banking & Finance
125
Discussion paper
123
Journal of financial economics
120
Journal of international money and finance
120
IZA Discussion Papers
113
International journal of theoretical and applied finance
112
Swiss Finance Institute Research Paper
112
BIS Working Paper
111
Staff reports / Federal Reserve Bank of New York
109
Finance research letters
105
IMF working papers
105
Ovidius University Annals, Economic Sciences Series
103
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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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