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~isPartOf:"The journal of fixed income"
~subject:"Staatspapier"
~subject:"Volatilität"
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Search: subject_exact:"Term structure theory"
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192
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Goodman, Laurie Sharon
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1
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IMF working paper
The journal of fixed income
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32
NBER working paper series
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25
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24
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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FRB of New York Staff Report
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ECONIS (ZBW)
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1
Relative shortage of long-term treasury securities and the flat yield curve
Zhang, Peng
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 68-76
Persistent link: https://www.econbiz.de/10012253605
Saved in:
2
The new market for treasury floating rate notes
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 52-64
Persistent link: https://www.econbiz.de/10011803808
Saved in:
3
On the estimation of term structure models and an application to the United States
Gasha, Giancarlo
;
He, Ying
;
Medeiros, Carlos
; …
-
2010
Persistent link: https://www.econbiz.de/10009406531
Saved in:
4
Another view on US treasury term premiums
Durham, J. Benson
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 5-21
Persistent link: https://www.econbiz.de/10011293468
Saved in:
5
Estimation of the term structure of CDS-adjusted risk-free interest rates
Kagraoka, Yusho
;
Moussa, Zakaria
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 29-44
Persistent link: https://www.econbiz.de/10011660672
Saved in:
6
Analyzing the changing term structure and expectations of US treasury default risk
Nippani, Srinivas
;
Smith, Stanley D.
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 52-60
Persistent link: https://www.econbiz.de/10009670741
Saved in:
7
Managing interest rate volatility risk : key rate vega
Ho, Thomas S. Y.
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10003687329
Saved in:
8
Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 18-37
Persistent link: https://www.econbiz.de/10003687350
Saved in:
9
Vulnerability of emerging markets to global shocks : the role of debt and governance on sovereign spreads
Rocha, Katia
;
Siqueira, Roberto
;
Pinheiro, Felipe
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 77-91
Persistent link: https://www.econbiz.de/10003628240
Saved in:
10
Volatility skew and the valuation of mortgages
Bhattacharjee, Ranjit
;
Badak, Bransislav
;
Russell, Robert A.
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 39-53
Persistent link: https://www.econbiz.de/10003422025
Saved in:
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