Works matching IS 10598596 AND DT 2000 AND VI 10 AND IP 3

Results: 7

Credit Spread Arbitrage in Emerging Eurobond Markets.

Published in:

Journal of Fixed Income, 2000, v. 10, n. 3, p. 100, doi. 10.3905/jfi.2000.319277

By:

Rodrigues de Almeida, Caio Ibsen;
Duarte, Jr., Antonio Marcos;
Coelho Fernandes, Cristiano Augusto

Publication type:

Article

Predicting the Ten-Year LIBOR Swap Spread: The Role and Limitations of Rich/Cheap Analysis.

Published in:

Journal of Fixed Income, 2000, v. 10, n. 3, p. 86, doi. 10.3905/jfi.2000.319276

By:

Prendergast, Joseph R.

Publication type:

Article

The Impact of a Third Credit Rating on the Pricing of Bonds.

Published in:

Journal of Fixed Income, 2000, v. 10, n. 3, p. 69, doi. 10.3905/jfi.2000.319275

By:

Jewell, Jeff;
Livingston, Miles

Publication type:

Article

A Study of RASC Subprime Loan Prepayments, Delinquencies, and Losses.

Published in:

Journal of Fixed Income, 2000, v. 10, n. 3, p. 47, doi. 10.3905/jfi.2000.319278

By:

Banerjee, Steve;
Gauthier, Laurent;
Tan, Weisi;
Zhu, Drew

Publication type:

Article

On Benchmarks and the Performance of DEM Bond Mutual Funds.

Published in:

Journal of Fixed Income, 2000, v. 10, n. 3, p. 31, doi. 10.3905/jfi.2000.319274

By:

Maag, Felix;
Zimmermann, Heinz

Publication type:

Article

How Consistent Are Credit Ratings? A Geographic and Sectoral Analysis of Default Risk.

Published in:

Journal of Fixed Income, 2000, v. 10, n. 3, p. 24, doi. 10.3905/jfi.2000.319273

By:

Ammer, John;
Packer, Frank

Publication type:

Article

Value at Risk Estimates for Brady Bond Portfolios.

Published in:

Journal of Fixed Income, 2000, v. 10, n. 3, p. 7, doi. 10.3905/jfi.2000.319272

By:

D'Vari, Ron;
Sosa, Juan C.

Publication type:

Article