Forecasting Bond Returns Using Jumps in Intraday Prices.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 4, p. 80, doi. 10.3905/jfi.2011.20.4.080
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2011 AND VI 20 AND IP 4
Results: 7
1
2
Are Liquidity and Counterparty Risk Priced in the Credit Default Swap Market?
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 4, p. 59, doi. 10.3905/jfi.2011.20.4.059
- By:
- Publication type:
- Article
3
Anisotropic Credit Scheme for Municipal Revenue Bonds.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 4, p. 91, doi. 10.3905/jfi.2011.20.4.091
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- Publication type:
- Article
4
Fallen Angels: Characteristics, Performance, and Implications for Investors.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 4, p. 33, doi. 10.3905/jfi.2011.20.4.033
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- Publication type:
- Article
5
Diversification Potential of Structured Securities.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 4, p. 24, doi. 10.3905/jfi.2011.20.4.024
- By:
- Publication type:
- Article
6
Strategic Defaults on First and Second Lien Mortgages during the Financial Crisis.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 4, p. 7, doi. 10.3905/jfi.2011.20.4.007
- By:
- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Fixed Income, 2011, v. 20, n. 4, p. 1
- By:
- Publication type:
- Article