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Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Prendergast, Joseph R. - In: The journal of fixed income 10 (2000) 3, pp. 86-99
Persistent link: https://www.econbiz.de/10001549803
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Estimating the term structure of interest rate volatility in extreme values
Bali, Turan G.; Neftci, Salih N. - In: The journal of fixed income 10 (2001) 4, pp. 7-14
Persistent link: https://www.econbiz.de/10001580717
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Another look at home equity loan prepayments
Gauthier, Laurent - In: The journal of fixed income 10 (2001) 4, pp. 51-57
Persistent link: https://www.econbiz.de/10001580722
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Common volatility in MBS returns : a factor GARCH approach
Koutmos, Gregory - In: The journal of fixed income 10 (2001) 4, pp. 59-66
Persistent link: https://www.econbiz.de/10001580723
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Sentiment, positioning, and bond returns : evidence from the Stone and McCarthy survey
Simon, David P.; Fletcher, Donna Jeanne - In: The journal of fixed income 10 (2001) 4, pp. 67-74
Persistent link: https://www.econbiz.de/10001580725
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Implications of a disappearing treasury debt market
Youngdahl, John; Stone, Brad; Boesky, Hayley - In: The journal of fixed income 10 (2001) 4, pp. 75-86
Persistent link: https://www.econbiz.de/10001580728
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Does mortgage hedging amplify movements in long-term interest rates?
Perli, Roberto; Sack, Brian - In: The journal of fixed income 13 (2003) 3, pp. 7-17
Persistent link: https://www.econbiz.de/10001968317
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Crashes in bond markets and the hedging of mortgage-backed securities
Krause, Andreas - In: The journal of fixed income 13 (2003) 3, pp. 19-32
Persistent link: https://www.econbiz.de/10001968342
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Modeling the instability of mortgage-backed prepayments
Peristiani, Stavros C. - In: The journal of fixed income 13 (2003) 3, pp. 33-41
Persistent link: https://www.econbiz.de/10001968349
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Term default, balloon risk, and credit risk in commercial mortgages
Tu, Charles C.; Eppli, Mark J. - In: The journal of fixed income 13 (2003) 3, pp. 42-52
Persistent link: https://www.econbiz.de/10001968378