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The journal of fixed income
Finance and economics discussion series
42
NBER working paper series
41
Staff reports / Federal Reserve Bank of New York
37
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36
The journal of finance : the journal of the American Finance Association
32
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ECONIS (ZBW)
40
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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
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:
4
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:
5
The impact of the October 2013 government shutdown and debt ceiling on U.S. treasury default risk
Nippani, Srinivas
;
Smith, Stanley D.
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 79-91
Persistent link: https://www.econbiz.de/10011660702
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
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:
8
Duration and pricing of TIPS
Jacoby, Gady
;
Shiller, Ilona
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 71-84
Persistent link: https://www.econbiz.de/10003777622
Saved in:
9
International bond market cointegration using regime switching techniques
Davies, Andrew
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 69-80
Persistent link: https://www.econbiz.de/10003457029
Saved in:
10
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:
11
Exchange-traded fixed-income derivatives in asset management and asset-liability management
Goltz, Felix
;
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10003376584
Saved in:
12
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:
13
A model for convexity-based cross-hedges with treasury futures
Chen, Andrew H.
;
Kang, Joseph C.
;
Yang, Baochen
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 68-79
Persistent link: https://www.econbiz.de/10003303950
Saved in:
14
Forecasting sovereign credit spreads : a cointegration model
Sueppel, Ralph
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 54-67
Persistent link: https://www.econbiz.de/10003018846
Saved in:
15
Short-term predictability of the term structure
Reisman, Haim
;
Zohar, Gady
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10002682297
Saved in:
16
Credit spread modeling with regime-switching techniques
Davies, Andrew
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 36-48
Persistent link: https://www.econbiz.de/10002682341
Saved in:
17
Parsimonious estimation of credit spreads
Jankowitsch, Rainer
;
Pichler, Stefan
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 49-63
Persistent link: https://www.econbiz.de/10002682747
Saved in:
18
Relative repo specialness in US treasuries
Moulton, Pamela C.
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 40-47
Persistent link: https://www.econbiz.de/10002155552
Saved in:
19
Interpolating the term structure from par yield and swap curves
Rendleman, Richard J.
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 80-89
Persistent link: https://www.econbiz.de/10002030036
Saved in:
20
Effects of credit quality on tax-exempt and taxable yields
Liu, Sheen
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
Saved in:
21
Pronouced momentum patterns ahead of major events
Ilmanen, Antti
;
Byrne, Rory
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 73-80
Persistent link: https://www.econbiz.de/10001774642
Saved in:
22
Evidence on theta and convexity in treasury returns
Kang, Joseph C.
;
Chen, Andrew H.
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10001725703
Saved in:
23
Does implied volatility imply volatility - in bonds?
Bertonazzi, Eric P.
;
Maloney, Michael T.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 54-60
Persistent link: https://www.econbiz.de/10001706066
Saved in:
24
Measuring equilibrium real interest rates : what can we learn form yields on indexed bonds?
Bomfim, Antúlio N.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 61-69
Persistent link: https://www.econbiz.de/10001706067
Saved in:
25
Estimating the term structure of interest rate volatility in extreme values
Bali, Turan G.
;
Neftci, Salih N.
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001580717
Saved in:
26
Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Prendergast, Joseph R.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 86-99
Persistent link: https://www.econbiz.de/10001549803
Saved in:
27
How well do constant-maturity treasuries approximate the on-the-run term structure?
Jordan, James V.
;
Mansi, Sattar A.
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001530305
Saved in:
28
Stripping coupons with linear programming
Allen, David E.
;
Thomas, Lyn C.
;
Zheng, Harry
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 80-87
Persistent link: https://www.econbiz.de/10001530350
Saved in:
29
London Inter-Bank Offer Rate (LIBOR) versus Treasury rate : evidence from the parsimonious term structure model
Brooks, Robert
;
Yan, David Yong
- In:
The journal of fixed income
9
(
1999
)
1
,
pp. 71-83
Persistent link: https://www.econbiz.de/10001432380
Saved in:
30
Duration-based hedging with Treasury bond futures
Rendleman, Richard J.
- In:
The journal of fixed income
9
(
1999
)
1
,
pp. 84-91
Persistent link: https://www.econbiz.de/10001432382
Saved in:
31
Bidder profitability under uniform price auctions and systematic reopenings : the case of Italian Treasury bonds
Scalia, Antonio
- In:
The journal of fixed income
7
(
1998
)
4
,
pp. 47-61
Persistent link: https://www.econbiz.de/10001243522
Saved in:
32
Time and seasonal patterns in the fixed-income markets
DeVassal, Valdimir
- In:
The journal of fixed income
7
(
1998
)
4
,
pp. 7-33
Persistent link: https://www.econbiz.de/10001243526
Saved in:
33
Coupon effects and the pricing of Japanese government bonds : an empirical analysis
Eom, Young Ho
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001252726
Saved in:
34
A LIBOR-based approach to modeling the mortgage basis
Goodman, Laurie Sharon
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 29-35
Persistent link: https://www.econbiz.de/10001252730
Saved in:
35
A portfolio approach to TIPS
Lucas, Gerald
;
Quek, Timothy
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 75-84
Persistent link: https://www.econbiz.de/10001364577
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
Erosion of principal and the rebasing illusion
Fridson, Martin S.
;
Garman, M. Christopher
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 89-98
Persistent link: https://www.econbiz.de/10001364580
Saved in:
38
Returns on Russian treasury securities 1994 - 1996 : violation of interest rate parity?
Abramov, Andrei
- In:
The journal of fixed income
7
(
1997
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001223521
Saved in:
39
A note on arbitrary yield curve reshaping sensitivities using key rate durations
Phoa, Wesley
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 67-71
Persistent link: https://www.econbiz.de/10001233941
Saved in:
40
Dynamics of the shape of the Yield curve
Ilmanen, Antti
- In:
The journal of fixed income
7
(
1997
)
2
,
pp. 47-60
Persistent link: https://www.econbiz.de/10001229962
Saved in:
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