Valuation of Bond Illiquidity: An Option-Theoretical Approach.
- Published in:
- Journal of Fixed Income, 2007, v. 16, n. 4, p. 81, doi. 10.3905/jfi.2007.683320
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2007 AND VI 16 AND IP 4
Results: 7
1
2
International Bond Market Cointegration Using Regime Switching Techniques.
- Published in:
- Journal of Fixed Income, 2007, v. 16, n. 4, p. 69, doi. 10.3905/jfi.2007.683319
- By:
- Publication type:
- Article
3
Analyzing the Tradeoff Between Ratings Accuracy and Stability.
- Published in:
- Journal of Fixed Income, 2007, v. 16, n. 4, p. 60, doi. 10.3905/jfi.2007.683318
- By:
- Publication type:
- Article
4
Information Effects of Bond Rating Changes: The Role of the Rating Prior to the Announcement.
- Published in:
- Journal of Fixed Income, 2007, v. 16, n. 4, p. 45, doi. 10.3905/jfi.2007.683317
- By:
- Publication type:
- Article
5
DTS (Duration Times Spread) for CDS: A New Measure of Spread Sensitivity.
- Published in:
- Journal of Fixed Income, 2007, v. 16, n. 4, p. 32, doi. 10.3905/jfi.2007.683316
- By:
- Publication type:
- Article
6
Valuing Fixed Rate Mortgage Loans with Default and Prepayment Options.
- Published in:
- Journal of Fixed Income, 2007, v. 16, n. 4, p. 7, doi. 10.3905/jfi.2007.683315
- By:
- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Fixed Income, 2007, v. 16, n. 4, p. 1
- By:
- Publication type:
- Article