Valuing like-rated senior and subordinated debt.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 3, p. 83, doi. 10.3905/jfi.1997.408219
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- Publication type:
- Article
Works matching IS 10598596 AND DT 1997 AND VI 7 AND IP 3
Results: 9
1
2
Differential reaction to bond downgrades for small versus large firms: Evidence from analysts'...
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 3, p. 94, doi. 10.3905/jfi.1997.408214
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- Publication type:
- Article
3
Split ratings and the pricing of credit risk.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 3, p. 72, doi. 10.3905/jfi.1997.408217
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- Publication type:
- Article
4
A note on arbitrary yield curve reshaping sensitivities using key rate durations.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 3, p. 67, doi. 10.3905/jfi.1997.408212
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- Publication type:
- Article
5
COFI: An index of retail interest rates.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 3, p. 61, doi. 10.3905/jfi.1997.408213
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- Publication type:
- Article
6
The putable bond market: Structure, historical experience, and strategies.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 3, p. 47, doi. 10.3905/jfi.1997.408218
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- Publication type:
- Article
7
Monte Carlo valuation of interest rate derivatives under stochastic volatility.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 3, p. 35, doi. 10.3905/jfi.1997.408215
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- Publication type:
- Article
8
Mortgage hedge ratios: Which one works best?33.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 3, p. 23, doi. 10.3905/jfi.1997.408216
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- Publication type:
- Article
9
Effects of household creditworthiness on mortgage refinancings.
- Published in:
- Journal of Fixed Income, 1997, v. 7, n. 3, p. 7, doi. 10.3905/jfi.1997.408220
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- Publication type:
- Article