Forecasting the Yield Curve Shape: Evidence in Global Markets.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 1, p. 92, doi. 10.3905/jfi.1999.319234
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 1999 AND VI 9 AND IP 1
Results: 8
1
2
Duration-Based Headging with Treasury Bond Futures.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 1, p. 84, doi. 10.3905/jfi.1999.319233
- By:
- Publication type:
- Article
3
London Inter-Bank Offer Rate (LIBOR) versus Treasury Rate: Evidence from the Parsimonious Term Structure Model.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 1, p. 71, doi. 10.3905/jfi.1999.319232
- By:
- Publication type:
- Article
4
Comparison of JGB and Bank Debenture Credit Spread Models.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 1, p. 63, doi. 10.3905/jfi.1999.319231
- By:
- Publication type:
- Article
5
Fungible STRIPS for the U.S. Treasury's Inflation-Indexed Securities.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 1, p. 55, doi. 10.3905/jfi.1999.319230
- By:
- Publication type:
- Article
6
Dealer Polling with Noisy Reporting of Interest Rates.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 1, p. 47, doi. 10.3905/jfi.1999.319229
- By:
- Publication type:
- Article
7
Modeling the Performance of Active Managers in the Euroland Bond Market.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 1, p. 32, doi. 10.3905/jfi.1999.319228
- By:
- Publication type:
- Article
8
Default Tates in the High-Yield Market.
- Published in:
- Journal of Fixed Income, 1999, v. 9, n. 1, p. 7, doi. 10.3905/jfi.1999.319227
- By:
- Publication type:
- Article