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Fabozzi, Frank J.
7
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The journal of fixed income
NBER working paper series
372
Working paper / National Bureau of Economic Research, Inc.
337
NBER Working Paper
292
Journal of banking & finance
239
Discussion paper / Centre for Economic Policy Research
178
IMF working papers
178
Economics letters
163
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153
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152
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147
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135
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129
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123
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120
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120
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119
International journal of theoretical and applied finance
117
CESifo working papers
109
Economic modelling
108
Journal of money, credit and banking : JMCB
105
International review of economics & finance : IREF
99
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98
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International review of financial analysis
95
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89
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87
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86
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84
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81
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79
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77
World Bank E-Library Archive
76
Journal of international financial markets, institutions & money
73
The North American journal of economics and finance : a journal of financial economics studies
73
Journal of economic dynamics & control
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
71
Working papers series / Federal Reserve Bank of San Francisco
70
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ECONIS (ZBW)
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1
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
Saved in:
2
Tradable proxy portfolios for an MBS
index
Dynkin, Lev
;
Konstantinovsky, Vadim
;
Phelps, Bruce
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 70-87
Persistent link: https://www.econbiz.de/10001706068
Saved in:
3
A liquid market
index
of Japanese Government bonds
Litterman, Robert Bruce
- In:
The journal of fixed income
1
(
1991
)
2
,
pp. 60-68
Persistent link: https://www.econbiz.de/10001112217
Saved in:
4
A liquidity
index
Chen, Ren-Raw
;
He, Wei
;
Lin, Wenling
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 5-19
Persistent link: https://www.econbiz.de/10011660731
Saved in:
5
Labor cost per unit of output in manufacturing : a noteworthy inflation indicator
Renshaw, Edward F.
- In:
The journal of fixed income
4
(
1994
)
1
,
pp. 77-79
Persistent link: https://www.econbiz.de/10001163075
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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