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Parsimonious estimation of credit spreads
Jankowitsch, Rainer; Pichler, Stefan - In: The journal of fixed income 14 (2004) 3, pp. 49-63
Persistent link: https://www.econbiz.de/10002682747
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Trading strategies based on term structure model residuals
Jankowitsch, Rainer; Nettekoven, Michaela - In: The European journal of finance 14 (2008) 3/4, pp. 281-298
Persistent link: https://www.econbiz.de/10003744795