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The journal of fixed income
NBER working paper series
309
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274
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243
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210
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201
Finance research letters
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133
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105
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ECONIS (ZBW)
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1
Sovereign bonds in emerging Asia : do investors demand liquidity premium?
Rintu, Anthony
;
Prasanna, Krishna
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 77-87
Persistent link: https://www.econbiz.de/10012253610
Saved in:
2
Dynamic risk factors in carry trades
Baek, Seungho
;
Lee, Kwan Yong
;
Glambosky, Mina
- In:
The journal of fixed income
29
(
2019
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10012253484
Saved in:
3
Yields versus expected returns of corporate bonds : some unexpected results
Beliaeva, Natalia A.
;
Koh, Rachel Kyungyeon
;
Nawalkha, …
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10011803834
Saved in:
4
The credit risk premium
Asvanunt, Attakrit
;
Richardson, Scott
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 6-24
Persistent link: https://www.econbiz.de/10011684717
Saved in:
5
Heterogeneous liquidity effects in corporate bond spreads
Hafner, Christian M.
;
Walders, Fabian
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 73-91
Persistent link: https://www.econbiz.de/10011684767
Saved in:
6
Overlooked market risk shocks : prepayment uncertainty and option-adjusted spreads
Bogin, Alexander N.
;
Polkovnichenko, Nataliya
;
Doerner, …
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 5-15
Persistent link: https://www.econbiz.de/10011684637
Saved in:
7
Credit spreads and regime shifts
Pavlova, Ivelina
;
Hibbert, Ann Marie
;
Barber, Joel R.
; …
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10011399832
Saved in:
8
Enhancing risk-adjusted return using time series momentum in sovereign bonds
Hambusch, Gerhard
;
Hong, KiHoon Jimmy
;
Webster, Ellenora
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 96-111
Persistent link: https://www.econbiz.de/10011399838
Saved in:
9
A new approach to measuring market expectations and term premia
Ye, Xiaoxia
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 22-46
Persistent link: https://www.econbiz.de/10011293464
Saved in:
10
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:
11
Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
Saved in:
12
The inflation risk premium : evidence from the TIPS market
Grishchenko, Olesya V.
;
Huang, Jing-Zhi
- In:
The journal of fixed income
22
(
2013
)
4
,
pp. 5-30
Persistent link: https://www.econbiz.de/10009745245
Saved in:
13
Are credit rating announcements contagious? : evidence on the transmission of information across industries in credit default swap markets
Cizel, Janko
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 27-60
Persistent link: https://www.econbiz.de/10010196997
Saved in:
14
Quantifying and explaining the new-issue premium in the post-Glass-Steagall corporate bond market
Goldberg, Robert S.
;
Ronn, Ehud I.
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 43-55
Persistent link: https://www.econbiz.de/10009783219
Saved in:
15
Risk premia in covered bond markets
Prokopczuk, Marcel
;
Vonhoff, Volker
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 19-29
Persistent link: https://www.econbiz.de/10009670722
Saved in:
16
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:
17
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
Saved in:
18
Negative credit spreads : liquidity and limits to arbitrage
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009314962
Saved in:
19
Revisiting the Altman definition of distressed debt and a new mechanism for measuring the liquidity premium of the high-yield market
González-Heres, José F.
;
Chen, Ping
;
Shin, Steven S.
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 58-79
Persistent link: https://www.econbiz.de/10008667945
Saved in:
20
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
21
Non-default component of sovereign emerging market yield spreads and its determinants : evidence from the credit default swap market
Küçük, Ugur N.
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 44-66
Persistent link: https://www.econbiz.de/10003970353
Saved in:
22
Impact of multiple CDO ratings on credit spreads
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10003875980
Saved in:
23
The dynamic pricing of sovereign risk in emerging markets : fundamentals and risk aversion
Remolona, Eli M.
;
Scatigna, Michaela
;
Wu, Eliza
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 57-71
Persistent link: https://www.econbiz.de/10003729816
Saved in:
24
The pricing of correlated default risk : evidence from the credit derivatives market
Tarashev, Nikola A.
;
Zhu, Haibin
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10003757568
Saved in:
25
DTS (Duration Times Spread) for CDS : a new measure of spread sensitivity
Dor, Arik Ben
;
Polbennikov, Simon
;
Rosten, Jeremy
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 32-44
Persistent link: https://www.econbiz.de/10003457017
Saved in:
26
Another look at the relation between credit spreads and interest rates
Lin, Mingyan
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 59-71
Persistent link: https://www.econbiz.de/10003502399
Saved in:
27
Instantaneous mean-variance analysis of bond returns
Reisman, Haim
;
Zohar, Gady
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 32-39
Persistent link: https://www.econbiz.de/10002155548
Saved in:
28
Two-factor structural model of determinants of Brazilian sovereign risk
Moreira, Ajax
;
Rocha, Katia
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 48-59
Persistent link: https://www.econbiz.de/10002155564
Saved in:
29
Term default, balloon risk, and credit risk in commercial mortgages
Tu, Charles C.
;
Eppli, Mark J.
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 42-52
Persistent link: https://www.econbiz.de/10001968378
Saved in:
30
Modeling expected return on defaultable bonds
Yu, Fan
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 69-81
Persistent link: https://www.econbiz.de/10001745245
Saved in:
31
Corporate bond spreads and the business cycle : introducing GS-SPREAD
Bevan, Andrew
;
Garzarelli, Francesco
- In:
The journal of fixed income
9
(
2000
)
4
,
pp. 8-18
Persistent link: https://www.econbiz.de/10001495242
Saved in:
32
Modeling the risk premium on eurodollar bonds
Clare, Andrew D.
(
contributor
)
- In:
The journal of fixed income
9
(
2000
)
4
,
pp. 61-74
Persistent link: https://www.econbiz.de/10001495252
Saved in:
33
Interbank interest rates and the risk premium
Pagès, Henri
- In:
The journal of fixed income
9
(
2000
)
4
,
pp. 75-95
Persistent link: https://www.econbiz.de/10001495253
Saved in:
34
Downgrade/upgrade ratio leads default rate
Okashima, Kathryn
;
Fridson, Martin S.
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 18-24
Persistent link: https://www.econbiz.de/10001530290
Saved in:
35
Binary tree interest rate models with risk premiums
Easton, Malcolm C.
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 53-59
Persistent link: https://www.econbiz.de/10001252728
Saved in:
36
The term structure, the CAPM, and the market risk premium : an interesting puzzle
Cornell, Bradford
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 85-88
Persistent link: https://www.econbiz.de/10001364579
Saved in:
37
Forecasting US bond returns
Ilmanen, Antti
- In:
The journal of fixed income
7
(
1997
)
1
,
pp. 22-37
Persistent link: https://www.econbiz.de/10001223525
Saved in:
38
Pricing risky debt : an empirical comparison of the Longstaff and Schwartz and Merton models
Wei, David Guoming
- In:
The journal of fixed income
7
(
1997
)
2
,
pp. 8-28
Persistent link: https://www.econbiz.de/10001229964
Saved in:
39
Market rate expectations and forward rates
Ilmanen, Antti
- In:
The journal of fixed income
6
(
1996
)
2
,
pp. 8-22
Persistent link: https://www.econbiz.de/10001208655
Saved in:
40
Does duration extension enhance long-term expected returns?
Ilmanen, Antti
- In:
The journal of fixed income
6
(
1996
)
2
,
pp. 23-36
Persistent link: https://www.econbiz.de/10001208656
Saved in:
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