Extraction of Implied Default Probabilities and Expected Recovery Values from a Combination of Bond Prices and CDS Spreads.
- Published in:
- Journal of Fixed Income, 2014, v. 23, n. 3, p. 91
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2014 AND VI 23 AND IP 3
Results: 7
1
2
Tracking Performance of Leveraged and Regular Fixed-Income ETFs.
- Published in:
- Journal of Fixed Income, 2014, v. 23, n. 3, p. 64
- By:
- Publication type:
- Article
3
Predictability in Bond ETF Returns.
- Published in:
- Journal of Fixed Income, 2014, v. 23, n. 3, p. 50
- By:
- Publication type:
- Article
4
Emerging Government Bond Market Timing.
- Published in:
- Journal of Fixed Income, 2014, v. 23, n. 3, p. 36
- By:
- Publication type:
- Article
5
Pricing Agency MBS under Quadratic Gaussian Models.
- Published in:
- Journal of Fixed Income, 2014, v. 23, n. 3, p. 15
- By:
- Publication type:
- Article
6
Mortgage Option Deltas.
- Published in:
- Journal of Fixed Income, 2014, v. 23, n. 3, p. 5
- By:
- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Fixed Income, 2014, v. 23, n. 3, p. 1
- By:
- Publication type:
- Article