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~isPartOf:"The journal of fixed income"
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24
Credit risk
14
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14
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9
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7
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7
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24
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Rendleman, Richard J.
2
Ap Gwilym, Owain
1
Asgharian, Hossein
1
Baba, Naohiko
1
Bhansali, Vineer
1
Bhar, Ramaprasad
1
Byström, Hans N. E.
1
Carr, Peter
1
Chang, Jow-ran
1
Curtillet, Jean-Christophe
1
Delianedis, Gordon
1
Dor, Arik Ben
1
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1
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1
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1
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Lei Meng
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1
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1
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The journal of fixed income
Transportation research / E : an international journal
230
Maritime policy and management : MPM
149
International journal of shipping and transport logistics : IJSTL
144
Maritime policy & management
111
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
110
European journal of operational research : EJOR
88
Maritime business review
64
Journal of shipping and trade
61
International journal of transport economics : IJTE
58
Maritime economics & logistics
51
NBER working paper series
45
Computers & operations research : and their applications to problems of world concern ; an international journal
43
International journal of theoretical and applied finance
43
Working paper / National Bureau of Economic Research, Inc.
43
Research in transportation economics
40
International journal of production economics
39
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
37
NBER Working Paper
35
Wirtschaft und Statistik : WISTA
33
Intereconomics : review of European economic policy
31
Transport research
31
Applied economics
30
Schriftenreihe der Deutschen Verkehrswissenschaftlichen Gesellschaft / B
30
Internationales Verkehrswesen
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
International journal of logistics : research and applications
27
Journal of banking & finance
27
Networks and spatial economics : a journal of infrastructure modeling and computation
27
Modern economy
26
SpringerLink / Bücher
26
Transport reviews : TR
26
International journal of production research
25
Applied mathematical finance
23
Discussion paper / International Transport Forum
23
Discussion papers / CEPR
22
International review of financial analysis
22
The journal of financial crises
22
The journal of futures markets
22
World Bank E-Library Archive
21
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ECONIS (ZBW)
24
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1
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
Saved in:
2
An empirical analysis of factors driving the
swap
spread
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 41-56
Persistent link: https://www.econbiz.de/10003777616
Saved in:
3
Credit default
swap
market determinants
Greatrex, Caitlin Ann
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 18-32
Persistent link: https://www.econbiz.de/10003808955
Saved in:
4
Modeling
swap
spreads in normal and stressed environments
Bhansali, Vineer
;
Schwarzkopf, Yonathan
;
Wise, Mark B.
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 5-23
Persistent link: https://www.econbiz.de/10003848027
Saved in:
5
Dynamic spillover of money market turmoil from FX
swap
to cross-currency
swap
markets : evidence from the 2007 - 2008 turmoil
Baba, Naohiko
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 24-38
Persistent link: https://www.econbiz.de/10003848031
Saved in:
6
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
Saved in:
7
Cross-market hedging strategies for credit swaps under a Markov regime-switching framework
Chang, Jow-ran
;
Hung, Mao-Wei
;
Tsai, Feng-tse
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 44-56
Persistent link: https://www.econbiz.de/10009670717
Saved in:
8
Instantaneous credit risk correlation
Byström, Hans N. E.
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 5-12
Persistent link: https://www.econbiz.de/10003628152
Saved in:
9
Implied remaining variance in derivative pricing
Carr, Peter
;
Sun, Jian
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
Saved in:
10
A general model for hedging swaps with eurodollar futures
Rendleman, Richard J.
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10002155540
Saved in:
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