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~isPartOf:"The journal of fixed income"
~subject:"CAPM"
~subject:"Hedging"
~subject:"USA"
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CAPM
Hedging
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75
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75
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44
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40
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40
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Dynkin, Lev
4
Fridson, Martin S.
4
Ilmanen, Antti
4
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3
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3
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2
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The journal of fixed income
Working paper / National Bureau of Economic Research, Inc.
291
The review of financial studies
136
The journal of finance : the journal of the American Finance Association
130
The journal of structured finance
126
Journal of financial economics
81
NBER working paper series
81
The journal of investment compliance
77
Discussion paper / Centre for Economic Policy Research
75
Journal of financial and quantitative analysis : JFQA
75
Journal of banking & finance
70
Finance and economics discussion series
64
The journal of futures markets
64
NBER Working Paper
47
Staff reports / Federal Reserve Bank of New York
45
The American economic review
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Applied financial economics
35
International review of financial analysis
35
Economic policy review
33
Journal of money, credit and banking : JMCB
32
The journal of portfolio management : a publication of Institutional Investor
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International finance discussion papers
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Journal of financial markets
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Applied economics
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International review of economics & finance : IREF
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Municipal finance journal : the state and local financing and municipal securities advisor
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Working papers / Rodney L. White Center for Financial Research
27
Finance research letters
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Review of quantitative finance and accounting
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The journal of business : B
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Research paper series / Swiss Finance Institute
25
The financial review : the official publication of the Eastern Finance Association
25
Wiley finance series
25
Journal of empirical finance
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Working paper
24
Journal of financial intermediation
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The journal of real estate finance and economics
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CFS working paper series
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ECONIS (ZBW)
83
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1
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83
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1
A fixed-income market view of mortgage REIT valuations
Gauthier, Laurent
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 6-17
Persistent link: https://www.econbiz.de/10010388882
Saved in:
2
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
3
An empirical analysis of factors driving the swap spread
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 41-56
Persistent link: https://www.econbiz.de/10003777616
Saved in:
4
An indirect approach to estimate the jumbo-conforming spread
An, Zhiyong
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 59-66
Persistent link: https://www.econbiz.de/10003988062
Saved in:
5
Incorporating the dynamic link between mortgage and treasury markets in pricing and hedging MBS
Bhattacharya, Anand K.
;
Sekhar, Aryasomayajula
; …
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 39-45
Persistent link: https://www.econbiz.de/10003400066
Saved in:
6
An ARMs prepayment model : a parsimonious approach
Davis, Sherman
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 73-79
Persistent link: https://www.econbiz.de/10002030017
Saved in:
7
A structural model for optimal selection of maturity and timing of callable bond issuance
Qian, Shengguang
;
Lakshmivarahan, S.
;
Stock, Duane R.
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10011684730
Saved in:
8
CMBS pricing: evidence from modern conduit issues
Harding, John P.
;
Sirmans, Clemon F.
;
Thebpanya, Sansanee
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10002155631
Saved in:
9
Default rates on structured finance
securities
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 44-53
Persistent link: https://www.econbiz.de/10002421458
Saved in:
10
Defaults and losses given default of structured finance
securities
Hu, Jian
;
Cantor, Richard
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10002029941
Saved in:
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