Links among Interest Rate Swap Markets: U.S., U.K., and Japan.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 3, p. 84, doi. 10.3905/jfi.2003.319363
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2003 AND VI 13 AND IP 3
Results: 9
1
2
A Simple Exponential Model for Dependent Defaults.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 3, p. 74, doi. 10.3905/jfi.2003.319362
- By:
- Publication type:
- Article
3
Convertible Bond Prices and Inherent Biases.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 3, p. 64, doi. 10.3905/jfi.2003.319361
- By:
- Publication type:
- Article
4
CDO and ABS Underperformance: A Correlation Story.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 3, p. 53, doi. 10.3905/jfi.2003.319360
- By:
- Publication type:
- Article
5
Term Default, Balloon Risk, and Credit Risk in Commercial Mortgages.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 3, p. 42, doi. 10.3905/jfi.2003.319359
- By:
- Publication type:
- Article
6
Modeling the Instability of Mortgage-Backed Prepayments.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 3, p. 33, doi. 10.3905/jfi.2003.319358
- By:
- Publication type:
- Article
7
Crashes in Bond Markets and the Hedging of Mortgage-Backed Securities.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 3, p. 19, doi. 10.3905/jfi.2003.319357
- By:
- Publication type:
- Article
8
Does Mortgage Hedging Amplify Movements in Long-Term Interest Rates?
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 3, p. 7, doi. 10.3905/jfi.2003.319356
- By:
- Publication type:
- Article
9
The Journal of FIXED INCOME.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 3, p. 1
- By:
- Publication type:
- Article