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Shocks from the sub-prime crisis to bond indices in the U.S., the EU and emerging markets via CDS indices
Fang, Hao, (2019)
The yield of asset-backed securities after the financial crisis : an empirical approach
Wenz, Sebastian, (2017)
Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods
Tuysuz, Sukriye, (2013)
Managing against the Lehman Brothers MBS index : MBS index prices
Phelps, Bruce D., (2006)
Using treasury bond futures to enhance total return
Samorajski, Gregory S., (1990)
Electronic trading, market structure and liquidity
Massimb, Marcel N., (1994)