Works matching IS 10598596 AND DT 1999 AND VI 9 AND IP 3
Results: 8
A Note on the Solution to a Three-Factor Affine Term Structure Model.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 3, p. 93, doi. 10.3905/jfi.1999.319223
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- Article
On the Origin and Interpretation of OAS.
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- Journal of Fixed Income, 1999, v. 9, n. 3, p. 82, doi. 10.3905/jfi.1999.319222
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- Article
Quadratic Interest Rate Models as Approximations to Effective Rate Models.
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- Journal of Fixed Income, 1999, v. 9, n. 3, p. 69, doi. 10.3905/jfi.1999.319221
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- Article
An Empirical Analysis of the Common Factors Governing U.S. Dollar-LIBOR Implied Volatility Movements.
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- Journal of Fixed Income, 1999, v. 9, n. 3, p. 61, doi. 10.3905/jfi.1999.319220
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- Article
Consistent versus Non-Consistent Term Structure Models: Some Evidence fromthe Spanish Market.
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- Journal of Fixed Income, 1999, v. 9, n. 3, p. 42, doi. 10.3905/jfi.1999.319219
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- Article
Dynamics of the Short-Term Interest Rate After the 1979-1982 Monetary Experiment.
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- Journal of Fixed Income, 1999, v. 9, n. 3, p. 35, doi. 10.3905/jfi.1999.319226
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- Article
Investment-Grade Private Placement Loan Spreads.
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- Journal of Fixed Income, 1999, v. 9, n. 3, p. 19, doi. 10.3905/jfi.1999.319225
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- Article
Equity Valuation Effects of the Issuance of Convertible Bonds: U.K. Evidence.
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- Journal of Fixed Income, 1999, v. 9, n. 3, p. 7, doi. 10.3905/jfi.1999.319224
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- Article