Works matching IS 10598596 AND DT 2024 AND VI 33 AND IP 4

Results: 7

The Stock–Bond Multiscale Correlation.

Published in:

Journal of Fixed Income, 2024, v. 33, n. 4, p. 105, doi. 10.3905/jfi.2024.1.178

By:

Aboura, Sofiane

Publication type:

Article

Synthetic Credit Ratings and the Inefficiency of Agency Ratings.

Published in:

Journal of Fixed Income, 2024, v. 33, n. 4, p. 78, doi. 10.3905/jfi.2023.1.169

By:

Doron, Nissim

Publication type:

Article

Geographic Disaggregation of House Price Stress Paths: Implications for Single-Family Credit Risk Measurement.

Published in:

Journal of Fixed Income, 2024, v. 33, n. 4, p. 63, doi. 10.3905/jfi.2024.1.181

By:

Bogin, Alex;
Ealey, LaRhonda;
Landeryou, Kirsten;
Smith, Scott;
Tsai, Andrew

Publication type:

Article

How Do Alternatives to LIBOR Measure Up?

Published in:

Journal of Fixed Income, 2024, v. 33, n. 4, p. 45, doi. 10.3905/jfi.2023.1.170

By:

Sabry, Faten;
Fabozzi, Frank J.;
Roya, Ramisa

Publication type:

Article

Simulating Long-Horizon Returns on Government Bonds.

Published in:

Journal of Fixed Income, 2024, v. 33, n. 4, p. 18, doi. 10.3905/jfi.2024.1.179

By:

Chin, Michael;
Povala, Pavol

Publication type:

Article

Can the Returns of Real Treasuries (TIPS) Be Predicted?

Published in:

Journal of Fixed Income, 2024, v. 33, n. 4, p. 6, doi. 10.3905/jfi.2024.1.177

By:

Rebonato, Riccardo

Publication type:

Article

Editor's Letter.

Published in:

Journal of Fixed Income, 2024, v. 33, n. 4, p. 1, doi. 10.3905/jfi.2024.33.4.001

By:

Kon, Stanley J.

Publication type:

Article