Implications of a Disappearing Treasury Debt Market.
- Published in:
- Journal of Fixed Income, 2001, v. 10, n. 4, p. 75, doi. 10.3905/jfi.2001.319286
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2001 AND VI 10 AND IP 4
Results: 8
1
2
Sentiment, Positioning, and Bond Returns: Evidence from the Stone and McCarthy Survey.
- Published in:
- Journal of Fixed Income, 2001, v. 10, n. 4, p. 67, doi. 10.3905/jfi.2001.319285
- By:
- Publication type:
- Article
3
Common Volatility in MBS Returns: A Factor GARCH Approach.
- Published in:
- Journal of Fixed Income, 2001, v. 10, n. 4, p. 59, doi. 10.3905/jfi.2001.319284
- By:
- Publication type:
- Article
4
Another Look at Home Equity Loan Prepayments.
- Published in:
- Journal of Fixed Income, 2001, v. 10, n. 4, p. 51, doi. 10.3905/jfi.2001.319283
- By:
- Publication type:
- Article
5
Panel Data Analysis of Japanese Government Bond Market: CIR Model and Vasicek Model.
- Published in:
- Journal of Fixed Income, 2001, v. 10, n. 4, p. 41, doi. 10.3905/jfi.2001.319282
- By:
- Publication type:
- Article
6
Active-Passive Decomposition in Burnout Modeling.
- Published in:
- Journal of Fixed Income, 2001, v. 10, n. 4, p. 27, doi. 10.3905/jfi.2001.319281
- By:
- Publication type:
- Article
7
Assessing Fixed-Income Fund Manager Style and Performance From Historical Returns.
- Published in:
- Journal of Fixed Income, 2001, v. 10, n. 4, p. 15, doi. 10.3905/jfi.2001.319280
- By:
- Publication type:
- Article
8
Estimating the Term Structure of Interest Rate Volatility in Extreme Values.
- Published in:
- Journal of Fixed Income, 2001, v. 10, n. 4, p. 7, doi. 10.3905/jfi.2001.319279
- By:
- Publication type:
- Article