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Anisotropic credit scheme for municipal revenue bonds
Parnes, Dror - In: The journal of fixed income 20 (2010/11) 4, pp. 91-99
Persistent link: https://www.econbiz.de/10009007988
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Bond portfolio optimization : a risk-return approach
Korn, Olaf; Koziol, Christion - In: The journal of fixed income 15 (2006) 4, pp. 48-60
Persistent link: https://www.econbiz.de/10003339406
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A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel; Meyeredi, Jean-Christophe - In: The journal of fixed income 17 (2007) 1, pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
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Integrating market and credit risk using a simplified frailty default correlation structure
Kuo, Cheng-kun; Lee, Chih-Wei - In: The journal of fixed income 17 (2007) 1, pp. 48-58
Persistent link: https://www.econbiz.de/10003502386
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Margin-based asset pricing and the determinants of the CDS basis
Wang, Liying - In: The journal of fixed income 24 (2014) 2, pp. 61-78
Persistent link: https://www.econbiz.de/10011660685
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A robust decision support approach to portfolio risk reduction based on credit default swap
Wu, Dexiang; Wu, Desheng Dash - In: The journal of fixed income 27 (2018) 3, pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
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Implicit government guarantee and the CDS spreads
Beliaeva, Natalia A.; Khaksari, Shahriar; Tsafack, Georges - In: The journal of fixed income 25 (2015) 2, pp. 25-37
Persistent link: https://www.econbiz.de/10011399846
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Recovery assumptions in the valuation of credit derivatives
Delianedis, Gordon; Lagnado, Ronald - In: The journal of fixed income 11 (2001) 4, pp. 20-30
Persistent link: https://www.econbiz.de/10001701705
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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
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Problems with using CDS to infer default probabilities
Jarrow, Robert A. - In: The journal of fixed income 21 (2012) 4, pp. 6-12
Persistent link: https://www.econbiz.de/10009670767