CMS Spread Options Pricing under the CHH Model.
- Published in:
- Journal of Fixed Income, 2023, v. 32, n. 4, p. 83, doi. 10.3905/jfi.2023.1.155
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2023 AND VI 32 AND IP 4
Results: 7
1
2
Callable Tax-Exempt Bonds Are Too Costly.
- Published in:
- Journal of Fixed Income, 2023, v. 32, n. 4, p. 77, doi. 10.3905/jfi.2022.1.152
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- Publication type:
- Article
3
Does the Cochrane-Piazzesi Factor Predict? An International Resampling Perspective.
- Published in:
- Journal of Fixed Income, 2023, v. 32, n. 4, p. 60, doi. 10.3905/jfi.2023.1.156
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- Publication type:
- Article
4
The Transition from Interbank Offered Rates to Risk-Free Rates: Evolution in Pricing Models for Interest Rate Derivatives.
- Published in:
- Journal of Fixed Income, 2023, v. 32, n. 4, p. 45, doi. 10.3905/jfi.2023.1.153
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- Publication type:
- Article
5
Do Bond Investors Know Better than the Credit Rating Agencies?
- Published in:
- Journal of Fixed Income, 2023, v. 32, n. 4, p. 20, doi. 10.3905/jfi.2023.1.154
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- Publication type:
- Article
6
Bond Mutual Fund and Exchange-Traded Fund Flows in Stressed Markets: Empirical Evidence on the Destabilization Hypothesis.
- Published in:
- Journal of Fixed Income, 2023, v. 32, n. 4, p. 6, doi. 10.3905/jfi.2022.1.151
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- Publication type:
- Article
7
THE JOURNAL OF Fixed INCOME.
- Published in:
- Journal of Fixed Income, 2023, v. 32, n. 4, p. 1, doi. 10.3905/jfi.2023.32.4.001
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- Publication type:
- Article