A Model for Convexity-Based Cross-Hedges with Treasury Futures.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 3, p. 68, doi. 10.3905/jfi.2005.605425
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2005 AND VI 15 AND IP 3
Results: 8
1
2
Cyclical Considerations in Valuing Emerging Markets Debt.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 3, p. 60, doi. 10.3905/jfi.2005.605424
- By:
- Publication type:
- Article
3
Do We Need to Worry about Credit Risk Correlation?
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 3, p. 42, doi. 10.3905/jfi.2005.605423
- By:
- Publication type:
- Article
4
Using Credit Derivatives to Compute Marketwide Default Probability Term Structures.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 3, p. 34, doi. 10.3905/jfi.2005.605422
- By:
- Publication type:
- Article
5
The Effect of Credit Ratings on Credit Default Swap Spreads and Credit Spreads.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 3, p. 16, doi. 10.3905/jfi.2005.605421
- By:
- Publication type:
- Article
6
The Efficiency Gains of Long-Short Credit Strategies.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 3, p. 5, doi. 10.3905/jfi.2005.605420
- By:
- Publication type:
- Article
7
Abstracts.
- Published in:
- 2005
- Publication type:
- Abstract
8
Untitled.
- Published in:
- Journal of Fixed Income, 2005, v. 15, n. 3, p. 1
- By:
- Publication type:
- Article