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Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - In: The journal of fixed income 12 (2002) 1, pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
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Coupon effects and the pricing of Japanese government bonds : an empirical analysis
Eom, Young Ho - In: The journal of fixed income 8 (1998) 2, pp. 69-86
Persistent link: https://www.econbiz.de/10001252726
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COUPON EFFECTS AND THE PRICING OF JAPANESE GOVERNMENT BONDS: AN EMPIRICAL ANALYSIS
Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - In: The journal of fixed income 8 (1998) 2, pp. 69-86
Persistent link: https://www.econbiz.de/10007350349
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TRANSMISSION OF SWAP SPREADS AND VOLATILITIES IN THE JAPANESE SWAP MARKET
Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - In: The journal of fixed income 12 (2002) 1, pp. 6-28
Persistent link: https://www.econbiz.de/10007165967
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Theslope of credit spread curves
Huang, Jing-Zhi; Zhang, Xiongfei - In: The journal of fixed income 18 (2008/09) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10003757571
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Sentiment and corporate bond valuations before and after the onset of the credit crisis
Huang, Jing-Zhi; Rossi, Marco; Wang, Yuan - In: The journal of fixed income 25 (2015) 1, pp. 34-57
Persistent link: https://www.econbiz.de/10011399822
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The inflation risk premium : evidence from the TIPS market
Grishchenko, Olesya V.; Huang, Jing-Zhi - In: The journal of fixed income 22 (2013) 4, pp. 5-30
Persistent link: https://www.econbiz.de/10009745245
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THE INFLATION RISK PREMIUM: Evidence from the TIPS Market
Grishchenko, Olesya V; Huang, Jing-Zhi - In: The journal of fixed income 22 (2013) 4, pp. 5-30
Persistent link: https://www.econbiz.de/10010106240
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THE SLOPE OF CREDIT SPREAD CURVES
Huang, Jing-zhi; Zhang, Xiongfei - In: The journal of fixed income 18 (2008) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10008077962
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Forced selling of fallen angels
Ambrose, Brent William; Cai, Nianyun; Helwege, Jean - In: The journal of fixed income 18 (2008/09) 1, pp. 72-85
Persistent link: https://www.econbiz.de/10003757572