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The coupon effect on term premiums
Brooks, Robert, (1989)
Counterparty credit risk in interest rate swaps during times of market stress
Bomfim, Antúlio N., (2003)
Hedging European government bond portfolios during the recent sovereign debt crisis
Bessler, Wolfgang, (2014)
The investigation of a systematic prepayment option in GNMA futures
Lacey, Nelson J., (1985)
The use of adjusted betas in public utility regulation
Chambers, Donald Robert, (1985)
Immunizing default-free bond portfolios with a duration vector
Chambers, Donald Robert, (1988)