Works matching IS 10598596 AND DT 2009 AND VI 19 AND IP 1

Results: 7

Embedded Options in Treasury Bond Futures Prices: New Evidence.

Published in:

Journal of Fixed Income, 2009, v. 19, n. 1, p. 82, doi. 10.3905/JFI.2009.19.1.082

By:

REN-RAW CHEN;
HANN-SHING JU;
SHIH-KUO YEH

Publication type:

Article

Investigating Long Memory in Yield Spreads.

Published in:

Journal of Fixed Income, 2009, v. 19, n. 1, p. 73, doi. 10.3905/JFI.2009.19.1.073

By:

McCARTHY, JOSEPH;
PANTALONE, COLEEN;
LI, H. C.

Publication type:

Article

Impact of Multiple CD0 Ratings on Credit Spreads.

Published in:

Journal of Fixed Income, 2009, v. 19, n. 1, p. 55, doi. 10.3905/JFI.2009.19.1.055

By:

MORKOETTER, STEFAN;
WESTERFELD, SIMONE

Publication type:

Article

Measuring the Credit Risk of Synthetic CDOs with CDS-Implied Ratings.

Published in:

Journal of Fixed Income, 2009, v. 19, n. 1, p. 40, doi. 10.3905/JFI.2009.19.1.040

By:

HAMILTON, DAVID T.;
YUKYUNG CHOI

Publication type:

Article

Liquidity Commonality Across the Bond and CDS Markets.

Published in:

Journal of Fixed Income, 2009, v. 19, n. 1, p. 26, doi. 10.3905/JFI.2009.19.1.026

By:

Pu, XIAOLING

Publication type:

Article

Fundamental, Flight-to-Quality, and Flight-to-Liquidity Components in Subprime Mortgage-Backed Security Returns.

Published in:

Journal of Fixed Income, 2009, v. 19, n. 1, p. 5, doi. 10.3905/JFI.2009.19.1.005

By:

PRENDERGAST, JOSEPH R.

Publication type:

Article

Untitled.

Published in:

Journal of Fixed Income, 2009, v. 19, n. 1, p. 1

By:

Kon, Stanley J.

Publication type:

Article