Works matching IS 10598596 AND DT 2011 AND VI 20 AND IP 3
Results: 7
A Recursive Parameter Estimation Technique for Term Structure Models.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 3, p. 97
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- Article
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
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- Publication type:
- Article
A Simple Empirical Model of Equity-Implied Probabilities of Default.
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- Journal of Fixed Income, 2011, v. 20, n. 3, p. 71
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- Article
Jumps in Credit Default Swap Spreads and Stock Returns.
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- Journal of Fixed Income, 2011, v. 20, n. 3, p. 56
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- Article
Credit Default Swaps: A Cash Flow Analysis.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 3, p. 40
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- Article
Dissecting Corporate Bond and CDS Spreads.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 3, p. 7
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- Article
Untitled.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 3, p. 1
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- Publication type:
- Article