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Pricing and hedging caps on the Swiss index of mortgage rates
Bruand, Martin - In: The journal of fixed income 7 (1998) 4, pp. 94-111
Persistent link: https://www.econbiz.de/10001243515
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Prepayment option and the interest rate differential between a fixed- and floating-rate mortgage loan
Jou, Jyh-Bang; Lee, Tan - In: The journal of fixed income 25 (2016) 4, pp. 83-91
Persistent link: https://www.econbiz.de/10011660743
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Decomposing long-term interest rates : an international comparison
Ceballos, Luis; Romero, Damian - In: The journal of fixed income 26 (2016) 1, pp. 61-73
Persistent link: https://www.econbiz.de/10011660756
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Measuring equilibrium real interest rates : what can we learn form yields on indexed bonds?
Bomfim, Antúlio N. - In: The journal of fixed income 11 (2001) 3, pp. 61-69
Persistent link: https://www.econbiz.de/10001706067
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Dynamics of the short-term interest rate after the 1979 - 1982 monetary experiment
Zhang, Hua - In: The journal of fixed income 9 (1999) 3, pp. 35-41
Persistent link: https://www.econbiz.de/10001448116
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London Inter-Bank Offer Rate (LIBOR) versus Treasury rate : evidence from the parsimonious term structure model
Brooks, Robert; Yan, David Yong - In: The journal of fixed income 9 (1999) 1, pp. 71-83
Persistent link: https://www.econbiz.de/10001432380
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Distributional properties of spot and forward interest rates : USD, DEM, GBP, and JPY
Lekkos, Ilias - In: The journal of fixed income 8 (1999) 4, pp. 35-54
Persistent link: https://www.econbiz.de/10001432402
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Interest rates : Normal or lognormal?
Ho, Jeffrey; Goodman, Laurie Sharon - In: The journal of fixed income 13 (2003) 2, pp. 33-45
Persistent link: https://www.econbiz.de/10001803145
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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
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US interest rates and emerging market bond yield spreads : a changing relationship?
Gueye, Cheikh A.; Sy, Amadou N. R. - In: The journal of fixed income 22 (2013) 4, pp. 48-52
Persistent link: https://www.econbiz.de/10009745228