Another Look at the Relation Between Credit Spreads and Interest Rates.
- Published in:
- Journal of Fixed Income, 2007, v. 17, n. 1, p. 59, doi. 10.3905/jfi.2007.688966
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2007 AND VI 17 AND IP 1
Results: 7
1
2
Integrating Market and Credit Risk Using a Simplified Frailty Default Correlation Structure.
- Published in:
- Journal of Fixed Income, 2007, v. 17, n. 1, p. 48, doi. 10.3905/jfi.2007.688965
- By:
- Publication type:
- Article
3
The Complementary Nature of Ratings and Market-Based Measures of Default Risk.
- Published in:
- Journal of Fixed Income, 2007, v. 17, n. 1, p. 38, doi. 10.3905/jfi.2007.688964
- By:
- Publication type:
- Article
4
A Density-Dependent Model for Credit Ratings Migration Dynamics.
- Published in:
- Journal of Fixed Income, 2007, v. 17, n. 1, p. 26, doi. 10.3905/jfi.2007.688963
- By:
- Publication type:
- Article
5
Optimal Leveraging of Fixed Income Portfolios with Interest Rate Structured Products.
- Published in:
- Journal of Fixed Income, 2007, v. 17, n. 1, p. 16
- By:
- Publication type:
- Article
6
A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios.
- Published in:
- Journal of Fixed Income, 2007, v. 17, n. 1, p. 5, doi. 10.3905/jfi.2007.688961
- By:
- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Fixed Income, 2007, v. 17, n. 1, p. 1
- By:
- Publication type:
- Article