Narrow search
Showing 1 - 10 of 167
Cover Image
Effects of credit quality on tax-exempt and taxable yields
Liu, Sheen; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 13 (2003) 2, pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
Cover Image
On the relative yields of taxable and municipal bonds : a theory of the tax structure of interest rates
Jordan, Bradford D. - In: The journal of fixed income 22 (2012) 1, pp. 79-87
Persistent link: https://www.econbiz.de/10009670731
Cover Image
The cost of tax policy uncertainty : evidence from the municipal swap market
Brooks, Robert - In: The journal of fixed income 12 (2002) 3, pp. 71-87
Persistent link: https://www.econbiz.de/10001763891
Cover Image
Valuation of options on Eurodollar futures
Han, H. G. - In: The journal of fixed income 1 (1991) 3, pp. 60-73
Persistent link: https://www.econbiz.de/10001117908
Cover Image
The efficacy of term structure estimation techniques : a Monte Carlo study
Buono, Mark J. - In: The journal of fixed income 1 (1992) 4, pp. 52-63
Persistent link: https://www.econbiz.de/10001121626
Cover Image
Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates
Chen, Ren-Raw - In: The journal of fixed income 3 (1993) 3, pp. 14-31
Persistent link: https://www.econbiz.de/10001157476
Cover Image
Statistical duration: a spread model of rate sensitivity across fixed-income sectors
Leibowitz, Martin L.; Kogelman, Stanley; Bader, Lawrence N. - In: The journal of fixed income 3 (1994) 4, pp. 49-60
Persistent link: https://www.econbiz.de/10001157477
Cover Image
Forecasting US bond returns
Ilmanen, Antti - In: The journal of fixed income 7 (1997) 1, pp. 22-37
Persistent link: https://www.econbiz.de/10001223525
Cover Image
Pricing risky debt : an empirical comparison of the Longstaff and Schwartz and Merton models
Wei, David Guoming - In: The journal of fixed income 7 (1997) 2, pp. 8-28
Persistent link: https://www.econbiz.de/10001229964
Cover Image
Split ratings and the pricing of credit risk
Cantor, Richard - In: The journal of fixed income 7 (1997) 3, pp. 72-82
Persistent link: https://www.econbiz.de/10001233937