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Bond option valuation for non-Markovian interest rate processes
Barber, Joel R. - In: The financial review : the official publication of the … 40 (2005) 4, pp. 519-532
Persistent link: https://www.econbiz.de/10003211786
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Power law bond price and yield approximation
Barber, Joel R. - In: The journal of risk finance : JRF 23 (2022) 1, pp. 14-31
Persistent link: https://www.econbiz.de/10012797857
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How well does duration measure interest rate risk and does the convexity adjustment matter?
Barber, Joel R. - In: Quarterly journal of finance & accounting : QJFA 59 (2021) 1/2, pp. 1-28
Persistent link: https://www.econbiz.de/10012744707
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Empirical analysis of term structure shifts
Barber, Joel R. - In: Journal of economics and finance : JEF 45 (2021) 2, pp. 360-371
Persistent link: https://www.econbiz.de/10012496698
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Arbitrage opportunities and immunization
Barber, Joel R.; Cooper, Mark L. - In: Journal of economics and finance 30 (2006) 1, pp. 133-139
Persistent link: https://www.econbiz.de/10003383215
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Credit spreads and regime shifts
Pavlova, Ivelina; Hibbert, Ann Marie; Barber, Joel R.; … - In: The journal of fixed income 25 (2015) 1, pp. 58-74
Persistent link: https://www.econbiz.de/10011399832
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Credit spread changes and equity volatility : evidence from daily data
Hibbert, Ann Marie; Pavlova, Ivelina; Barber, Joel R.; … - In: The financial review : the official publication of the … 46 (2011) 3, pp. 357-383
Persistent link: https://www.econbiz.de/10009271353
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Bond immunization for additive interest rate shocks
Barber, Joel R. - In: Journal of economics and finance 22 (1998) 2, pp. 77-84
Persistent link: https://www.econbiz.de/10001254457