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
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- 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
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- 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
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- 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
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- 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
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- Article
Untitled.
- Published in:
- Journal of Fixed Income, 2009, v. 18, n. 4, p. 1
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- 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
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- Article