The Dynamics of Sovereign Yield Differentials in the EMU: New Evidence and Perspectives.
- Published in:
- Journal of Fixed Income, 2011, v. 21, n. 1, p. 67, doi. 10.3905/jfi.2011.21.1.067
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2011 AND VI 21 AND IP 1
Results: 6
1
2
Negative Credit Spreads: Liquidity and Limits to Arbitrage.
- Published in:
- Journal of Fixed Income, 2011, v. 21, n. 1, p. 32, doi. 10.3905/jfi.2011.21.1.032
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- Publication type:
- Article
3
CMBS Tranche Valuation Framework: Correlated Geometric Brownian Motions Simulation.
- Published in:
- Journal of Fixed Income, 2011, v. 21, n. 1, p. 55, doi. 10.3905/jfi.2011.21.1.055
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- Publication type:
- Article
4
Modeling Ultimate Loss Given Default on Corporate Debt.
- Published in:
- Journal of Fixed Income, 2011, v. 21, n. 1, p. 6, doi. 10.3905/jfi.2011.21.1.006
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- Publication type:
- Article
5
Hedging Long-Duration Liabilities with Levered Short-Duration Bonds.
- Published in:
- Journal of Fixed Income, 2011, v. 21, n. 1, p. 42, doi. 10.3905/jfi.2011.21.1.042
- By:
- Publication type:
- Article
6
Recovery and Returns of Distressed Bonds in Bankruptcy.
- Published in:
- Journal of Fixed Income, 2011, v. 21, n. 1, p. 21, doi. 10.3905/jfi.2011.21.1.021
- By:
- Publication type:
- Article