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Can global bond fund managers generate alpha using currency volatility?
Konstantinov, Gueorgui - In: International journal of bonds and derivatives 1 (2014) 2, pp. 111-133
Persistent link: https://www.econbiz.de/10011312444
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Investigating the factors affecting the performance of offshore high-yield bond funds
Ni, Yensen; Huang, Paoyu; Ku, Yaochia; Chen, Yuhsin - In: International journal of financial services management … 9 (2018) 3, pp. 242-254
Persistent link: https://www.econbiz.de/10011979969
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The relation between bond fund investor flows and volatility
Lee, Joe-Ming; Chen, Ku-Hsieh; Wang, Jying-Nan - In: The Singapore economic review : journal of the Economic … 61 (2016) 5, pp. 1-13
Persistent link: https://www.econbiz.de/10011616916
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Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan - In: Algorithmic finance 10 (2023) 1/2, pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
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Essays on empirical term structure modeling
Zhao, Feng - 2004
Persistent link: https://www.econbiz.de/10003387673
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The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - 2012
Persistent link: https://www.econbiz.de/10009576958
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Nonparametric interest rate cap pricing : implications for the "unspanned stochastic volatility" puzzle
Wu, Tao L. - In: Asia-Pacific journal of financial studies 40 (2011) 4, pp. 577-598
Persistent link: https://www.econbiz.de/10009388552
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Common and idiosyncratic fluctuations of interest rates from various issuers : a dynamic factor approach
Kim, Hwagyun - 2003
Persistent link: https://www.econbiz.de/10003628411
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Portfolio selection in stochastic environments
Liu, Jun - In: The review of financial studies 20 (2007) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
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Can Interest Rate Volatility Be Extracted from the Cross Section of Bond Yields? an Investigation of Unspanned Stochastic Volatility
Collin-Dufresne, Pierre - 2006
-section of bond prices. Separately, we propose an alternative to the canonical representation of affine models introduced by Dai … available, and (v) it isolates those parameters which are not identifiable from bond prices alone if the model is specified to …
Persistent link: https://www.econbiz.de/10012783833