Interbank Interest Rates and the Risk Premium.
- Published in:
- Journal of Fixed Income, 2000, v. 9, n. 4, p. 75, doi. 10.3905/jfi.2000.319256
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2000 AND VI 9 AND IP 4
Results: 8
1
2
Modeling the Risk Premium on Eurodollar Bonds.
- Published in:
- Journal of Fixed Income, 2000, v. 9, n. 4, p. 61, doi. 10.3905/jfi.2000.319255
- By:
- Publication type:
- Article
3
Default Correlation Among Investment-Grade Borrowers.
- Published in:
- Journal of Fixed Income, 2000, v. 9, n. 4, p. 55, doi. 10.3905/jfi.2000.319254
- By:
- Publication type:
- Article
4
On Default Correlation: A Copula Function Approach.
- Published in:
- Journal of Fixed Income, 2000, v. 9, n. 4, p. 43, doi. 10.3905/jfi.2000.319253
- By:
- Publication type:
- Article
5
Pricing European High-Yield New Issues.
- Published in:
- Journal of Fixed Income, 2000, v. 9, n. 4, p. 35, doi. 10.3905/jfi.2000.319252
- By:
- Publication type:
- Article
6
Stability of Transition Densities: Evidence from Competing Interest Rate Models.
- Published in:
- Journal of Fixed Income, 2000, v. 9, n. 4, p. 27, doi. 10.3905/jfi.2000.319251
- By:
- Publication type:
- Article
7
Modeling Short-Term Interest Rate Volatility: Information Shocks versus Interest Rate Levels.
- Published in:
- Journal of Fixed Income, 2000, v. 9, n. 4, p. 19, doi. 10.3905/jfi.2000.319250
- By:
- Publication type:
- Article
8
Corporate Bond Spreads and the Business Cycle: Introducing GS-SPREAD.
- Published in:
- Journal of Fixed Income, 2000, v. 9, n. 4, p. 8, doi. 10.3905/jfi.2000.319249
- By:
- Publication type:
- Article