Works matching IS 10598596 AND DT 1997 AND VI 7 AND IP 1
Results: 8
Minimizing basis risk from non-parallel shifts in the yield curve part II: Principal components.
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- Journal of Fixed Income, 1997, v. 7, n. 1, p. 85, doi. 10.3905/jfi.1997.408199
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- Article
Hybrid low-discrepancy sequences: Effective path reduction for yield curve scenario generation.
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- Journal of Fixed Income, 1997, v. 7, n. 1, p. 75, doi. 10.3905/jfi.1997.408198
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- Article
Returns on Russian Treasury securities 1994-1996: Violation of interest rate parity?
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- Journal of Fixed Income, 1997, v. 7, n. 1, p. 62, doi. 10.3905/jfi.1997.408200
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- Article
Understanding aggregate default rates of high-yield bonds.
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- Journal of Fixed Income, 1997, v. 7, n. 1, p. 55, doi. 10.3905/jfi.1997.408202
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- Article
Can you derive market volatility forecasts from the observed yield curve convexity bias?
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- Journal of Fixed Income, 1997, v. 7, n. 1, p. 43, doi. 10.3905/jfi.1997.408196
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- Article
Are investors rewarded for shorting volatility?
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- Journal of Fixed Income, 1997, v. 7, n. 1, p. 38, doi. 10.3905/jfi.1997.408195
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- Article
Forecasting U.S. bond returns.
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- Journal of Fixed Income, 1997, v. 7, n. 1, p. 22, doi. 10.3905/jfi.1997.408197
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- Article
The new view in mortgage prepayments: Insight from analysis at the loan-by-loan level.
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- Journal of Fixed Income, 1997, v. 7, n. 1, p. 8, doi. 10.3905/jfi.1997.408201
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- Article