Narrow search
Showing 1 - 10 of 142
Cover Image
Is contagion infecting your portfolio? : a study of the euro sovereign debt crisis
Baur, Dirk G.; Löffler, Gunter - In: The journal of fixed income 25 (2016) 3, pp. 46-57
Persistent link: https://www.econbiz.de/10011430622
Cover Image
An empirical study of credit default swaps
Skinner, Frank S.; Díaz Pérez, Antonio - In: The journal of fixed income 13 (2003) 1, pp. 28-38
Persistent link: https://www.econbiz.de/10001782459
Cover Image
Systematic risk in corporate bond credit spreads
Pedrosa, Monica; Roll, Richard - In: The journal of fixed income 8 (1998) 3, pp. 7-26
Persistent link: https://www.econbiz.de/10001364560
Cover Image
Riding the yield curve : an analysis of international evidence
Ang, Sharon; Alles, Lakshman; Allen, Dave - In: The journal of fixed income 8 (1998) 3, pp. 57-74
Persistent link: https://www.econbiz.de/10001364568
Cover Image
The term structure, the CAPM, and the market risk premium : an interesting puzzle
Cornell, Bradford - In: The journal of fixed income 8 (1998) 3, pp. 85-88
Persistent link: https://www.econbiz.de/10001364579
Cover Image
Term structure estimation using the Cox, Ingersoll, and Ross model : the case of Italian treasury bonds
Barone, Emilio - In: The journal of fixed income 1 (1991) 3, pp. 87-95
Persistent link: https://www.econbiz.de/10001117906
Cover Image
Measuring aggregate economic fundamentals from short-term premiums
Richardson, Matthew - In: The journal of fixed income 1 (1991) 3, pp. 75-85
Persistent link: https://www.econbiz.de/10001117907
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
Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A. - In: The journal of fixed income 3 (1993) 2, pp. 7-14
Persistent link: https://www.econbiz.de/10001149258