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Fabozzi, Frank J.
7
Ho, Thomas S. Y.
4
Chen, Ren-Raw
3
Durham, J. Benson
3
Ilmanen, Antti
3
Russo, Vincenzo
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The journal of fixed income
MPRA Paper
929
ECB Working Paper
522
Working Paper
406
NBER working paper series
372
CESifo Working Paper
362
CESifo working papers
342
Working paper / National Bureau of Economic Research, Inc.
322
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280
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262
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254
Discussion paper / Tinbergen Institute
248
Tinbergen Institute Discussion Paper
240
Journal of banking & finance
231
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208
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189
Discussion paper / Centre for Economic Policy Research
185
IZA Discussion Papers
173
Discussion paper
172
Forecasting Report
170
Economics letters
157
Journal of economic behavior & organization : JEBO
146
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
142
Journal of financial economics
140
Finance and economics discussion series
136
IMF Working Papers
136
Journal of economic dynamics & control
134
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131
IMF Working Paper
130
SFB 649 Discussion Paper
125
DIW Discussion Papers
122
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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SFB 649 discussion paper
122
Finance research letters
121
Journal of international money and finance
121
International journal of theoretical and applied finance
117
CREATES Research Papers
115
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108
The review of financial studies
105
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ECONIS (ZBW)
141
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1
Valuing a liquidity discount
Chen, Ren-Raw
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 59-73
Persistent link: https://www.econbiz.de/10009532098
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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