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Minimizing basis risk from non-parallel shifts in the yield curve
Falkenstein, Eric G. - In: The journal of fixed income 6 (1996) 1, pp. 60-68
Persistent link: https://www.econbiz.de/10001205425
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Testing for rating consistency in annual default rates
Cantor, Richard; Falkenstein, Eric G. - In: The journal of fixed income 11 (2001) 2, pp. 36-51
Persistent link: https://www.econbiz.de/10001618874
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TESTING FOR RATING CONSISTENCY IN ANNUAL DEFAULT RATES
Cantor, Richard; Falkenstein, Eric - In: The journal of fixed income 11 (2001) 2, pp. 36-51
Persistent link: https://www.econbiz.de/10007170793
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Minimizing Basis Risk from Non-Parallel Shifts in the Yield Curve
Falkenstein, Eric; Hanweck, Jerry - In: The journal of fixed income 6 (1996) 1, pp. 60-68
Persistent link: https://www.econbiz.de/10007310993