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Is jump risk in iTraxx sector indices diversifiable?
Bhar, Ramaprasad; Wang, Peipei - In: The journal of fixed income 17 (2007) 4, pp. 42-56
Persistent link: https://www.econbiz.de/10003729810
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The pricing of correlated default risk : evidence from the credit derivatives market
Tarashev, Nikola A.; Zhu, Haibin - In: The journal of fixed income 18 (2008/09) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10003757568
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Modeling simultaneous defaults : a top-down approach
Kunisch, Michael; Uhrig-Homburg, Marliese - In: The journal of fixed income 18 (2008/09) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
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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
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Empirical evidence on CDO performance
Newman, Daniel; Fabozzi, Frank J.; Lucas, Douglas J.; … - In: The journal of fixed income 18 (2008/09) 2, pp. 32-40
Persistent link: https://www.econbiz.de/10003777612
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Replicating bond indices with liquid derivatives
Dynkin, Lev; Gould, Anthony; Konstantinovsky, Vadim - In: The journal of fixed income 15 (2006) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10003339347
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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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Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach
Stein, Michael; Füss, Roland; Drobetz, Wolfgang - In: The journal of fixed income 18 (2008/09) 4, pp. 78-91
Persistent link: https://www.econbiz.de/10003848046
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Credit default swap auctions and price discovery
Helwege, Jean; Maurer, Samuel; Sarkar, Asani; Wang, Yuan - In: The journal of fixed income 19 (2009/10) 2, pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
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Exchange-traded fixed-income derivatives in asset management and asset-liability management
Goltz, Felix; Martellini, Lionel; Ziemann, Volker - In: The journal of fixed income 16 (2006) 1, pp. 39-54
Persistent link: https://www.econbiz.de/10003376584