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From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de; Fabozzi, Frank J. - In: The journal of fixed income : JFI 30 (2021) 4, pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
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Analysis of global fixed-income returns using multilinear tensor algebra
Scalzo, Bruno; Konstantinidis, Athanasios; Mandic, Danilo P. - In: The journal of fixed income : JFI 30 (2021) 4, pp. 32-52
Persistent link: https://www.econbiz.de/10012517179
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ESG impact on high-yield returns
Fridson, Martin S.; Jiang, Lu; Mei, Zhiyuan; Navaei, Daniel - In: The journal of fixed income : JFI 30 (2021) 4, pp. 53-63
Persistent link: https://www.econbiz.de/10012517180
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Assessment of credit ratings and credit risk models on public bonds
Leggio, Karyl B.; Shin, Yoon S.; Yan, Yuxing - In: The journal of fixed income : JFI 30 (2021) 4, pp. 65-80
Persistent link: https://www.econbiz.de/10012517183
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How a new bond issuance affects the liquidity of a bond portfolio
Chen, Fan; Stock, Duane R. - In: The journal of fixed income : JFI 31 (2021) 2, pp. 128-151
Persistent link: https://www.econbiz.de/10012656063
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Does ESG matter for sovereign debt investing?
Rahman, Lupin; Rosten, Jeremy; Monroy, Pierre; Huang, Shuo - In: The journal of fixed income : JFI 31 (2021) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10012613111
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Valuation of callable/putable corporate bonds in a one-factor lognormal interest-rate model
Goldberg, Robert S.; Ronn, Ehud I.; Xu, Liying - In: The journal of fixed income : JFI 31 (2021) 1, pp. 80-95
Persistent link: https://www.econbiz.de/10012613114
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Optimal choice between CAT bond and debt to cover the risks of natural disasters
Sanou, Adama; Soumaré, Issouf; Fluet, Claude - In: The journal of fixed income : JFI 31 (2021) 1, pp. 97-123
Persistent link: https://www.econbiz.de/10012613115
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Rates factors and global asset allocation
Kothe, Joshua; Lohre, Harald; Rother, Carsten - In: The journal of fixed income : JFI 30 (2021) 3, pp. 6-25
Persistent link: https://www.econbiz.de/10012423025
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How do credit markets react to earnings releases? : empirical analysis and implications for investors
Dor, Arik Ben; Guan, Jingling; Zeng, Xiaming - In: The journal of fixed income : JFI 30 (2021) 3, pp. 47-65
Persistent link: https://www.econbiz.de/10012423027