A Two-Factor Term Structure Model under GARCH Volatility.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 1, p. 87, doi. 10.3905/jfi.2003.319348
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- Publication type:
- Article
Works matching IS 10598596 AND DT 2003 AND VI 13 AND IP 1
Results: 6
1
2
Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 1, p. 75, doi. 10.3905/jfi.2003.319347
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- Publication type:
- Article
3
Market-Implied Losses and Non-Agency Subordinated MBS.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 1, p. 49, doi. 10.3905/jfi.2003.319346
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- Publication type:
- Article
4
Trading Costs in Three U.S. Bond Markets.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 1, p. 39, doi. 10.3905/jfi.2003.319345
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- Publication type:
- Article
5
An Empirical Study of Credit Default Swaps.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 1, p. 28, doi. 10.3905/jfi.2003.319344
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- Publication type:
- Article
6
Structured Finance Rating Transitions: 1983-2002.
- Published in:
- Journal of Fixed Income, 2003, v. 13, n. 1, p. 7, doi. 10.3905/jfi.2003.319343
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- Publication type:
- Article