Works matching IS 10598596 AND DT 2012 AND VI 22 AND IP 2

Results: 7

Momentum in Government-Bond Markets.

Published in:

Journal of Fixed Income, 2012, v. 22, n. 2, p. 72, doi. 10.3905/jfi.2012.22.2.072

By:

VAN LUU, BAC;
PEIYI YU

Publication type:

Article

A Model-Based Approach to Constructing Corporate Bond Portfolios.

Published in:

Journal of Fixed Income, 2012, v. 22, n. 2, p. 57, doi. 10.3905/jfi.2012.22.2.057

By:

ZAN LI;
ZHANG, JING;
CROSSEN, CHRISTOPHER

Publication type:

Article

Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching Framework.

Published in:

Journal of Fixed Income, 2012, v. 22, n. 2, p. 44, doi. 10.3905/jfi.2012.22.2.044

By:

JOW-RAN CHANG;
MAO-WEI HUNG;
FENG-TSE TSAI

Publication type:

Article

Long-Run Risk Dynamics, Instabilities, and Breaks on European Credit Markets over a Crisis Period.

Published in:

Journal of Fixed Income, 2012, v. 22, n. 2, p. 31, doi. 10.3905/jfi.2012.22.2.031

By:

KAPAR, BURCU;
LABORDA, RICARDO;
OLMO, JOSE

Publication type:

Article

Risk Premia in Covered Bond Markets.

Published in:

Journal of Fixed Income, 2012, v. 22, n. 2, p. 19, doi. 10.3905/jfi.2012.22.2.019

By:

PROKOPCZUK, MARCEL;
VONHOFF, VOLKER

Publication type:

Article

Integration of Structured Finance Exposures in the Basel II Model: Analytical Results.

Published in:

Journal of Fixed Income, 2012, v. 22, n. 2, p. 7, doi. 10.3905/jfi.2012.22.2.007

By:

PLANK, KILIAN

Publication type:

Article

Untitled.

Published in:

Journal of Fixed Income, 2012, v. 22, n. 2, p. 1

By:

Kon, Stanley J.

Publication type:

Article