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1
Towards the systematic measurement of systemic risk
Cohen, Hugh
;
Roberds, William
-
Federal Reserve Bank of Atlanta
-
1993
Persistent link: https://www.econbiz.de/10005401885
Saved in:
2
The effect of tick size on Treasury auctions
Cohen, Hugh
;
McBeth, Douglas
-
Federal Reserve Bank of Atlanta
-
1994
Persistent link: https://www.econbiz.de/10005401990
Saved in:
3
Generalized method of moments estimation of Heath-Jarrow-Morton models of interest-rate contingent claims
Abken, Peter A.
;
Cohen, Hugh
-
Federal Reserve Bank of Atlanta
-
1994
Persistent link: https://www.econbiz.de/10005514589
Saved in:
4
Data aggregation and the problem of measuring a bank's interest rate exposure
Cohen, Hugh
-
Federal Reserve Bank of Atlanta
-
1994
Persistent link: https://www.econbiz.de/10005721776
Saved in:
5
Beyond duration : measuring interest rate exposure
Cohen, Hugh I.
- In:
Economic review
78
(
1993
)
2
,
pp. 23-31
Persistent link: https://www.econbiz.de/10001145804
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6
Isolating the wild card option
Cohen, Hugh I.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 155-165
Persistent link: https://www.econbiz.de/10001185053
Saved in:
7
Evaluating embedded options
Cohen, Hugh I.
- In:
Economic review
76
(
1991
)
6
,
pp. 9-16
Persistent link: https://www.econbiz.de/10001116751
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8
The wild card option in T-bond futures is relatively worthless
Cohen, Hugh I.
-
1991
Persistent link: https://www.econbiz.de/10000826226
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9
Beyond duration: measuring interest rate exposure
Cohen, Hugh
- In:
Economic Review
(
1993
)
Mar
,
pp. 23-31
Persistent link: https://www.econbiz.de/10005361003
Saved in:
10
Review essay on Junk Bonds: How High Yield Securities Restructured America by Glenn Yago, 1991
Cohen, Hugh
- In:
Economic Review
(
1993
)
Jul
,
pp. 28-31
Persistent link: https://www.econbiz.de/10005361006
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