A Recursive Parameter Estimation Technique for Term Structure Models.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 3, p. 97
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2011 AND VI 20 AND IP 3
Results: 7
1
2
Does It Really Hurt? An Empirical Investigation of the Effects of Downgradings and Negative Watches on European Bond Spreads.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 3, p. 86
- By:
- Publication type:
- Article
3
A Simple Empirical Model of Equity-Implied Probabilities of Default.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 3, p. 71
- By:
- Publication type:
- Article
4
Jumps in Credit Default Swap Spreads and Stock Returns.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 3, p. 56
- By:
- Publication type:
- Article
5
Credit Default Swaps: A Cash Flow Analysis.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 3, p. 40
- By:
- Publication type:
- Article
6
Dissecting Corporate Bond and CDS Spreads.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 3, p. 7
- By:
- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 3, p. 1
- By:
- Publication type:
- Article