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~person:"Fabozzi, Frank J."
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69
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ECONIS (ZBW)
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1
Corporate credit default
swap
liquidity
and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
2
Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
3
Handbook of investing in corporate debt instruments
Fabozzi, Frank J.
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10001388413
Saved in:
4
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default
swap
spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
5
Pricing of credit default index
swap
tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Saved in:
6
Municipal collateralized debt obligations
Manning, Rebecca
;
Lucas, Douglas J.
;
Goodman, Laurie Sharon
- In:
The handbook of municipal bonds
,
(pp. 657-664)
.
2008
Persistent link: https://www.econbiz.de/10003715154
Saved in:
7
Developments in the collateralized debt obligations : new products and insights
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
-
2007
Persistent link: https://www.econbiz.de/10003530879
Saved in:
8
Collateralized debt obligations
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763592
Saved in:
9
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
10
Municipal credit default swaps
Fabozzi, Frank J.
- In:
The handbook of municipal bonds
,
(pp. 647-655)
.
2008
Persistent link: https://www.econbiz.de/10003715152
Saved in:
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