Works matching IS 10598596 AND DT 2008 AND VI 17 AND IP 4

Results: 7

Implied Interest Rate Skew, Term Premiums, and the "Conundrum.".

Published in:

Journal of Fixed Income, 2008, v. 17, n. 4, p. 88, doi. 10.3905/jfi.2008.705544

By:

Durham, J. Benson

Publication type:

Article

Returns-Based Style Analysis of High-Yield Bonds.

Published in:

Journal of Fixed Income, 2008, v. 17, n. 4, p. 72, doi. 10.3905/jfi.2008.705543

By:

Domian, Dale L.;
Reichenstein, William

Publication type:

Article

The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion.

Published in:

Journal of Fixed Income, 2008, v. 17, n. 4, p. 57, doi. 10.3905/jfi.2008.705542

By:

Remolona, Eli;
Scatigna, Michela;
Wu, Eliza

Publication type:

Article

Is Jump Risk in iTraxx Sector Indices Diversifiable?

Published in:

Journal of Fixed Income, 2008, v. 17, n. 4, p. 42, doi. 10.3905/jfi.2008.705541

By:

Bhar, Ramaprasad;
Wang, Peipei

Publication type:

Article

Synthetic CDO Equity: Short or Long Correlation Risk?

Published in:

Journal of Fixed Income, 2008, v. 17, n. 4, p. 31, doi. 10.3905/jfi.2008.705540

By:

Jarrow, Robert A.;
Van Deventer, Donald R.

Publication type:

Article

Modeling of Mortgage Defaults.

Published in:

Journal of Fixed Income, 2008, v. 17, n. 4, p. 6, doi. 10.3905/jfi.2008.705539

By:

Hayre, Lakhbir S.;
Saraf, Manish;
Young, Robert;
Chen, Jiakai (David)

Publication type:

Article

Untitled.

Published in:

Journal of Fixed Income, 2008, v. 17, n. 4, p. 2

By:

Kon, Stanley J.

Publication type:

Article