Works matching IS 10598596 AND DT 2009 AND VI 18 AND IP 4

Results: 7

Fixed-Income Portfolio Allocation Including Hedge Fund Strategies: A Copula Opinion Pooling Approach.

Published in:

Journal of Fixed Income, 2009, v. 18, n. 4, p. 78, doi. 10.3905/JFI.2009.18.4.078

By:

STEIN, MICHAEL;
FÜSS, ROLAND;
DROBETZ, WOLFGANG

Publication type:

Article

Valuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBS.

Published in:

Journal of Fixed Income, 2009, v. 18, n. 4, p. 62, doi. 10.3905/JFI.2009.18.4.062

By:

OZEKI, TAKAAKI;
UMEZAWA, YUJI;
YAMAZAKI, AKIRA;
YOSHIKAWA, DAISUKE

Publication type:

Article

Predicting Short-Term Eurodollar Futures.

Published in:

Journal of Fixed Income, 2009, v. 18, n. 4, p. 47, doi. 10.3905/JFI.2009.18.4.047

By:

CHOONG TZE CHUA;
RAMASWAMY, KRISHNA;
STINE, ROBERT A.

Publication type:

Article

An Empirical Investigation of MBS Liquidity Risk.

Published in:

Journal of Fixed Income, 2009, v. 18, n. 4, p. 39, doi. 10.3905/JFI.2009.18.4.039

By:

JINYONG KIM

Publication type:

Article

Dynamic Spillover of Money Market Turmoil from FX Swap to Cross-Currency Swap Markets: Evidence from the 2007-2008 Turmoil.

Published in:

Journal of Fixed Income, 2009, v. 18, n. 4, p. 24, doi. 10.3905/JFI.2009.18.4.024

By:

BABA, NAOHIKO

Publication type:

Article

Modeling Swap Spreads in Normal and Stressed Environments.

Published in:

Journal of Fixed Income, 2009, v. 18, n. 4, p. 5, doi. 10.3905/JFI.2009.18.4.005

By:

BHANSALI, VINEER;
SCHWARZKOPF, YONATHAN;
WISE, MARK B.

Publication type:

Article

Untitled.

Published in:

Journal of Fixed Income, 2009, v. 18, n. 4, p. 1

By:

Kon, Stanley J.

Publication type:

Article