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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
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Corporate bond pricing and the effects of endogenous default and call options
Jacoby, Gady; Shiller, Ilona - In: The journal of fixed income 20 (2010/11) 2, pp. 80-100
Persistent link: https://www.econbiz.de/10008667944
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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
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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
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Determinants of recovery rates on defaulted bonds and loans for North American corporate issuers : 1983 - 2003
Varma, Praveen; Cantor, Richard - In: The journal of fixed income 14 (2005) 4, pp. 29-44
Persistent link: https://www.econbiz.de/10002836116
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Recovery and returns of distressed bonds in bankruptcy
Wang, Wei - In: The journal of fixed income 21 (2011) 1, pp. 21-31
Persistent link: https://www.econbiz.de/10009314972
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Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay; Ben Dor, Arik; Dynkin, Lev; Horowitz, David; … - In: The journal of fixed income 24 (2015) 3, pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
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Leverage and closed-end bond funds
Boyle, Phelim P.; Szaura, Stephen - In: The journal of fixed income 24 (2015) 4, pp. 47-59
Persistent link: https://www.econbiz.de/10011293460
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Bond liquidity scores
Slimane, Mohamed Ben; Jong, Marielle de - In: The journal of fixed income 27 (2017) 1, pp. 77-82
Persistent link: https://www.econbiz.de/10011697808
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Systematic credit risk and pricing for fixed income instruments
Rösch, Daniel; Scheule, Harald - In: The journal of fixed income 26 (2016) 1, pp. 42-60
Persistent link: https://www.econbiz.de/10011660753