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~person:"Bessler, Wolfgang"
~person:"Subrahmanyam, Marti G."
~subject:"Bond"
~subject:"Credit risk"
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Search: subject_exact:"Zins-Futures"
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Bond
Credit risk
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18
Zinsderivat
18
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8
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6
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Bessler, Wolfgang
Subrahmanyam, Marti G.
Fanelli, Viviana
4
Gallati, Reto R.
4
Jarrow, Robert A.
4
Begenau, Juliane
3
Chen, Zhanyu
3
Duijm, Patty
3
Eom, Young Ho
3
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Jamshidian, Farshid
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3
Uno, Jun
3
Zhang, Kai
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Zhao, Hongbiao
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2
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2
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Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
The journal of fixed income
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang
;
Leonhardt, Alexander
;
Wolff, Dominik
- In:
International review of financial analysis
46
(
2016
),
pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
Saved in:
2
Hedging European government bond portfolios during the recent sovereign debt crisis
Bessler, Wolfgang
;
Wolff, Dominik
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 379-399
Persistent link: https://www.econbiz.de/10011299815
Saved in:
3
Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
Saved in:
4
The international linkage of interest rate swap spreads : the yen-dollar markets
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
Economic theory, dynamics and markets : essays in honor …
,
(pp. 287-308)
.
2001
Persistent link: https://www.econbiz.de/10001785965
Saved in:
5
Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
-
1997
Persistent link: https://www.econbiz.de/10000992592
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