Duration and convexity of coupon bond futures.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 1, p. 79, doi. 10.3905/jfi.1998.408230
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 1998 AND VI 8 AND IP 1
Results: 8
1
2
Valuation of defaultable bonds.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 1, p. 65, doi. 10.3905/jfi.1998.408235
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- Publication type:
- Article
3
Swap spreads do matter.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 1, p. 59, doi. 10.3905/jfi.1998.408232
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- Publication type:
- Article
4
Term premium estimates from zero-coupon bonds: New evidence on the expectations hypothesis.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 1, p. 52, doi. 10.3905/jfi.1998.408233
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- Publication type:
- Article
5
Recovery and implied default in brady bonds.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 1, p. 47, doi. 10.3905/jfi.1998.408231
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- Publication type:
- Article
6
A primer for Hong Kong mortgage-backed securities.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 1, p. 33, doi. 10.3905/jfi.1998.408228
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- Publication type:
- Article
7
Decomposing and simulating the movements of term structures of interest rates in emerging...
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 1, p. 21, doi. 10.3905/jfi.1998.408229
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- Publication type:
- Article
8
The influence of electronic trading on bid-ask spreads: New evidence from European bond futures.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 1, p. 7, doi. 10.3905/jfi.1998.408234
- By:
- Publication type:
- Article