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~language:"eng"
~type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Fabozzi, Frank J.
Subrahmanyam, Avanidhar
13
Chemmanur, Thomas J.
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Bali, Turan G.
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Li, Kai
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11
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Journal of financial and quantitative analysis : JFQA
The journal of portfolio management : JPM
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An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
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2
State taxes and reserve requirements as major determinants of yield spreads among money market instruments
Fabozzi, Frank J.
- In:
Journal of financial and quantitative analysis : JFQA
21
(
1986
)
4
,
pp. 427-436
Persistent link: https://www.econbiz.de/10001019450
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