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ECONIS (ZBW)
192
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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
Are the risk-free interest rates correlated with sovereign default intensities?
Kagraoka, Yusho
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 91-103
Persistent link: https://www.econbiz.de/10012251389
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 bond coupon's impact on liquidity
Rush, Stephen
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 34-39
Persistent link: https://www.econbiz.de/10011900628
Saved in:
5
Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Tah, Kenneth A.
;
Ngene, Geoffrey
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011900629
Saved in:
6
Solving the spread curve puzzle
Fridson, Martin S.
;
Li, Yaxian
;
Zhao, Kai
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 38-47
Persistent link: https://www.econbiz.de/10011905576
Saved in:
7
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:
8
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
9
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:
10
Creating a live yield curve in the illiquid muni market
Kalotay, Andrew J.
- In:
The journal of fixed income
27
(
2017
)
1
,
pp. 84-91
Persistent link: https://www.econbiz.de/10011697814
Saved in:
11
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
12
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
13
Prepayment option and the interest rate differential between a fixed- and floating-rate mortgage loan
Jou, Jyh-Bang
;
Lee, Tan
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011660743
Saved in:
14
Decomposing long-term interest rates : an international comparison
Ceballos, Luis
;
Romero, Damian
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 61-73
Persistent link: https://www.econbiz.de/10011660756
Saved in:
15
A heuristic algorithm for the Heath-Jarrow-Morton model
Do, Hung
;
Tomas, Michael J.
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 94-103
Persistent link: https://www.econbiz.de/10011660784
Saved in:
16
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:
17
Future economic information embedded in high yield spreads
Francis, Jack Clark
;
Hessel, Christopher
;
Wang, Jun
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 32-39
Persistent link: https://www.econbiz.de/10011684655
Saved in:
18
Forecasting swap spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
Saved in:
19
Yield curve dynamics and spillovers in Central and Eastern European countries
Hoffmaister, Alexander W.
;
Roldós, Jorge E.
;
Tuladhar, …
-
2010
Persistent link: https://www.econbiz.de/10003963460
Saved in:
20
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:
21
Determinants of emerging market sovereign bond spreads : fundamentals vs financial stress
Bellas, Dimitri
;
Papaioannou, Michael G.
;
Petrova, Iva
-
2010
Persistent link: https://www.econbiz.de/10009406812
Saved in:
22
Sovereign spreads : global risk aversion, contagion or fundamentals?
Caceres, Carlos
;
Guzzo, Vincenzo
;
Segoviano, Miguel
-
2010
Persistent link: https://www.econbiz.de/10003989376
Saved in:
23
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
Saved in:
24
How to deform a yield curve : the most likely deformation of a yield curve consistent with subjective views
Saroka, Ivan
;
Rebonato, Riccardo
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 30-38
Persistent link: https://www.econbiz.de/10011292824
Saved in:
25
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:
26
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:
27
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:
28
The credit spread puzzle does exist : but is it really a puzzle?
Sæbø, Jørgen K.
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 75-83
Persistent link: https://www.econbiz.de/10011399835
Saved in:
29
From Bear Stearns to Anglo Irish : how eurozone sovereign spreads related to financial sector vulnerability
Mody, Ashoka
-
2009
Persistent link: https://www.econbiz.de/10003883125
Saved in:
30
Credit risk spreads in local and foreign currencies
Galai, Dan
;
Wiener, Zvi
-
2009
Persistent link: https://www.econbiz.de/10003883138
Saved in:
31
What drives China's interbank market?
Porter, Nathaniel John
;
Xu, TengTeng
-
2009
Persistent link: https://www.econbiz.de/10003901378
Saved in:
32
Emerging market spread compression : is it real or is it liquidity?
Hartelius, Kristian
;
Kashiwase, Kenichiro
;
Kodres, Laura E.
-
2008
Persistent link: https://www.econbiz.de/10003667562
Saved in:
33
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:
34
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:
35
Interest rate spreads in english-speaking African countries
Crowley, Joseph
-
2007
Persistent link: https://www.econbiz.de/10003492060
Saved in:
36
Bank efficiency and market structure : what determines banking spreads in Armenia?
Dabla-Norris, Era
;
Floerkemeier, Holger
-
2007
Persistent link: https://www.econbiz.de/10003522164
Saved in:
37
The determinants of corporate risk in emerging markets : an option-adjusted spread analysis
Cavallo, Eduardo A.
;
Valenzuela, Patricio
-
2007
Persistent link: https://www.econbiz.de/10003567040
Saved in:
38
A default risk model under macroeconomic conditions
Li, Weiping
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 98-113
Persistent link: https://www.econbiz.de/10010198647
Saved in:
39
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
40
US interest rates and emerging market bond yield spreads : a changing relationship?
Gueye, Cheikh A.
;
Sy, Amadou N. R.
- In:
The journal of fixed income
22
(
2013
)
4
,
pp. 48-52
Persistent link: https://www.econbiz.de/10009745228
Saved in:
41
The supply and demand factor in the bond market : implications for bond risk and return
Fan, Longzhen
;
Li, Canlin
;
Zhou, Guofu
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 62-81
Persistent link: https://www.econbiz.de/10010196990
Saved in:
42
Government debt and long-term interest rates
Kinoshita, Noriaki
-
2006
Persistent link: https://www.econbiz.de/10003321832
Saved in:
43
Perspectives on low global interest rates
Catão, Luis
;
Mackenzie, George A.
-
2006
Persistent link: https://www.econbiz.de/10003321954
Saved in:
44
Banking spreads in Latin America
Gelos, Gaston
-
2006
Persistent link: https://www.econbiz.de/10003305021
Saved in:
45
The monetary policy regime and banking spreads in Barbados
Samuel, Wendell A.
;
Valderrama, Laura
-
2006
Persistent link: https://www.econbiz.de/10003387351
Saved in:
46
Financial globalization and fiscal performance in emerging markets
Hauner, David
;
Kumar, Manmohan S.
-
2005
Persistent link: https://www.econbiz.de/10003269237
Saved in:
47
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:
48
On the relative yields of taxable and municipal bonds : a theory of the tax structure of interest rates
Jordan, Bradford D.
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 79-87
Persistent link: https://www.econbiz.de/10009670731
Saved in:
49
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:
50
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:
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