Tradable Proxy Portfolios for an MBS Index.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 3, p. 70, doi. 10.3905/jfi.2001.319307
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2001 AND VI 11 AND IP 3
Results: 7
1
2
Measuring Equilibrium Real Interest Rates: What Can We Learn from Yields on Indexed Bonds?
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 3, p. 61, doi. 10.3905/jfi.2001.319306
- By:
- Publication type:
- Article
3
Does Implied Volatility Imply Volatility—in Bonds?
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 3, p. 54, doi. 10.3905/jfi.2001.319305
- By:
- Publication type:
- Article
4
Impact of Different Interest Rate Models on Bond Value Measures.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 3, p. 41, doi. 10.3905/jfi.2001.319304
- By:
- Publication type:
- Article
5
Credit Rating and Corporate Defaults.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 3, p. 30, doi. 10.3905/jfi.2001.319303
- By:
- Publication type:
- Article
6
Pricing Convertible Bonds with Default Risk.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 3, p. 20, doi. 10.3905/jfi.2001.319302
- By:
- Publication type:
- Article
7
Impact of Correlated Default Risk on Credit Portfolios.
- Published in:
- Journal of Fixed Income, 2001, v. 11, n. 3, p. 9, doi. 10.3905/jfi.2001.319301
- By:
- Publication type:
- Article