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Modeling short-term interest rate volatility : information shocks versus interest rate levels
Koutmos, Gregory - In: The journal of fixed income 9 (2000) 4, pp. 19-22
Persistent link: https://www.econbiz.de/10001495246
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Common volatility in MBS returns : a factor GARCH approach
Koutmos, Gregory - In: The journal of fixed income 10 (2001) 4, pp. 59-66
Persistent link: https://www.econbiz.de/10001580723
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Modeling the dynamics of MBS spreads
Koutmos, Gregory - In: The journal of fixed income 12 (2002) 2, pp. 43-49
Persistent link: https://www.econbiz.de/10001745239
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Dynamic cross hedging with mortgage-backed securities
Koutmos, Gregory - In: The journal of fixed income 8 (1998) 2, pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
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The volatility of interest rates across maturities and frequencies
Koutmos, Gregory - In: The journal of fixed income 8 (1998) 3, pp. 27-31
Persistent link: https://www.econbiz.de/10001364561
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THE VOLATILITY OF INTEREST RATES ACROSS MATURITIES AND FREQUENCIES
Koutmos, Gregory - In: The journal of fixed income 8 (1998) 3, pp. 27-32
Persistent link: https://www.econbiz.de/10007346939
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DYNAMIC CROSS HEDGING WITH MORTGAGE-BACKED SECURITIES
Koutmos, Gregory; Kroner, Kenneth F.; Pericli, Andreas - In: The journal of fixed income 8 (1998) 2, pp. 37-52
Persistent link: https://www.econbiz.de/10007350352
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COMMON VOLATILITY IN MBS RETURNS: A FACTOR GARCH APPROACH
Koutmos, Gregory - In: The journal of fixed income 10 (2001) 4, pp. 59-66
Persistent link: https://www.econbiz.de/10007173951
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MODELING SHORT-TERM INTEREST RATE VOLATILITY: INFORMATION SHOCKS VERSUS INTEREST RATE LEVELS
Koutmos, Gregory - In: The journal of fixed income 9 (2000) 4, pp. 19-26
Persistent link: https://www.econbiz.de/10007180790