Understanding aggregate default rates of high-yield bonds.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 1, p. 55, doi. 10.3905/jfi.1997.408202
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 1997 AND VI 7 AND IP 1
Results: 8
1
2
Minimizing basis risk from non-parallel shifts in the yield curve part II: Principal components.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 1, p. 85, doi. 10.3905/jfi.1997.408199
- By:
- Publication type:
- Article
3
Hybrid low-discrepancy sequences: Effective path reduction for yield curve scenario generation.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 1, p. 75, doi. 10.3905/jfi.1997.408198
- By:
- Publication type:
- Article
4
Returns on Russian Treasury securities 1994-1996: Violation of interest rate parity?
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 1, p. 62, doi. 10.3905/jfi.1997.408200
- By:
- Publication type:
- Article
5
Can you derive market volatility forecasts from the observed yield curve convexity bias?
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 1, p. 43, doi. 10.3905/jfi.1997.408196
- By:
- Publication type:
- Article
6
Are investors rewarded for shorting volatility?
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 1, p. 38, doi. 10.3905/jfi.1997.408195
- By:
- Publication type:
- Article
7
Forecasting U.S. bond returns.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 1, p. 22, doi. 10.3905/jfi.1997.408197
- By:
- Publication type:
- Article
8
The new view in mortgage prepayments: Insight from analysis at the loan-by-loan level.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 1, p. 8, doi. 10.3905/jfi.1997.408201
- By:
- Publication type:
- Article