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Eurozone sovereign default risk and capital : a Bayesian approach
Jobst, Rainer; Rösch, Daniel - In: The journal of fixed income : JFI 31 (2022) 3, pp. 41-65
Persistent link: https://www.econbiz.de/10012802447
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Managing liquidity of emerging markets corporate debt
Vladimirova, Desislava; Schiereck, Dirk; Stroh, Maximilian - In: The journal of fixed income : JFI 33 (2023) 1, pp. 57-78
Persistent link: https://www.econbiz.de/10014310194
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CDS-implied risk of US delinquency : implications for the US debt ceiling
Chen, Ren-Raw; Finnerty, John D.; Kamdem, Bruno G. - In: The journal of fixed income : JFI 31 (2021) 1, pp. 6-26
Persistent link: https://www.econbiz.de/10012613109
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The lowdown on low-down-payment mortgages : is it safe?
Fissel, Gary S.; Hanweck, Gerald Alfred; Sanders, Anthony B. - In: The journal of fixed income : JFI 31 (2021) 1, pp. 27-50
Persistent link: https://www.econbiz.de/10012613110
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Cross-sectional and time-series momentum in the US sovereign bond market
Martellini, Lionel; Rebonato, Riccardo; Maeso, Jean-Michel - In: The journal of fixed income : JFI 31 (2022) 3, pp. 20-40
Persistent link: https://www.econbiz.de/10012802444
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Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana; Fabozzi, Francesco A.; Fabozzi, Frank J. - In: The journal of fixed income : JFI 31 (2021) 2, pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
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Can representativeness explain the predictability of treasury bonds returns?
Rebonato, Riccardo; Ronzani, Riccarco; Tronson, Dimitri - In: The journal of fixed income : JFI 33 (2023) 2, pp. 17-49
Persistent link: https://www.econbiz.de/10014533739
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Empirical test of multiple-liability immunization conditions
Barber, Joel R. - In: The journal of fixed income : JFI 33 (2023) 2, pp. 111-127
Persistent link: https://www.econbiz.de/10014533764
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Why does the Cieslak-Povala model predict treasury returns? : a reinterpretation
Rebonato, Riccardo; Hatano, Taku - In: The journal of fixed income : JFI 31 (2022) 4, pp. 20-32
Persistent link: https://www.econbiz.de/10014231337
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An exact structural model for evaluating credit default swaps : theory and empirical evidence
Chen, Ren-Raw; Hsieh, Pei-Lin - In: The journal of fixed income : JFI 32 (2023) 3, pp. 20-48
Persistent link: https://www.econbiz.de/10014231375