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Active currency management of international bond portfolios

Konstantinov, Gueorgui - In: Financial markets and portfolio management 28 (2014) 1, pp. 63-94

Persistent link: https://www.econbiz.de/10010249656

Market liquidity and market making : the case of fixed income and low interest rates

Strøm Kristoffersen, Mark; Pedersen, Jesper - 2015

Market liquidity and market making – the case of fixed income and low interest rates Market liquidity has received a lot of attention lately, especially in fixed-income markets. This paper studies the determinants of market liquidity in a theoretical model for market making with inventory...

Persistent link: https://www.econbiz.de/10011439590

Governed by the cycle : direct and inverted interest-rate sensitivity of emerging market corporate debt

Gubareva, Mariya; Borges, Maria Rosa - 2016

Persistent link: https://www.econbiz.de/10011549693

Interest rate (in)sensitivity of emerging market corporate debt : economic analysis based on 2002-2015 empirical evidence

Gubareva, Mariya; Borges, Maria Rosa - 2016

Persistent link: https://www.econbiz.de/10011549711

Immunization of fixed-income portfolios using an exponential parametric model

Lund, Bruno; Almeida, Caio - In: Brazilian review of econometrics : BRE ; the review of … 34 (2014) 2, pp. 155-201

Persistent link: https://www.econbiz.de/10011538795

What do scientists know about inflation hedging?

Arnold, Stephan; Auer, Benjamin R. - In: The North American journal of economics and finance : a … 34 (2015), pp. 187-214

Persistent link: https://www.econbiz.de/10011539875

Nowhere to run, nowhere to hide : asset diversification in a flat world

Cotter, John; Gabriel, Stuart A.; Roll, Richard - 2016

Persistent link: https://www.econbiz.de/10011563871

What drives the cross-section of credit spreads? : a variance decomposition approach

Nozawa, Yoshio - 2014

Persistent link: https://www.econbiz.de/10010434016

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

Prospect of Sukuk in the fixed income market : a case study on Kuwait financial market

Al Trad, Saadi; Bhuyan, Rafiq - In: International journal of financial research 6 (2015) 4, pp. 175-186

Persistent link: https://www.econbiz.de/10011405470

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