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Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui; Fabozzi, Frank J. - In: The journal of fixed income : JFI 30 (2021) 3, pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
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From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de; Fabozzi, Frank J. - In: The journal of fixed income : JFI 30 (2021) 4, pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
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Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana; Fabozzi, Francesco A.; Fabozzi, Frank J. - In: The journal of fixed income : JFI 31 (2021) 2, pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
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Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.; Fabozzi, Frank J. - In: The journal of fixed income : JFI 31 (2022) 4, pp. 33-49
Persistent link: https://www.econbiz.de/10014231339