CMO Convexities and Cuspy Monte Carlo Paths.
- Published in:
- Journal of Fixed Income, 2024, v. 34, n. 2, p. 48, doi. 10.3905/jfi.2024.1.191
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2024 AND VI 34 AND IP 2
Results: 7
1
2
Do Demand Curves for Corporate Bonds Slope Down?
- Published in:
- Journal of Fixed Income, 2024, v. 34, n. 2, p. 30, doi. 10.3905/jfi.2024.1.188
- By:
- Publication type:
- Article
3
Bond Defaults Are Typically Symptoms, Not Causes, of Macro Distress.
- Published in:
- Journal of Fixed Income, 2024, v. 34, n. 2, p. 22, doi. 10.3905/jfi.2024.1.187
- By:
- Publication type:
- Article
4
Earthquake Insurance via CAT Bonds Utilizing Autoregressive Neural Networks and Active Faults.
- Published in:
- Journal of Fixed Income, 2024, v. 34, n. 2, p. 85, doi. 10.3905/jfi.2024.1.186
- By:
- Publication type:
- Article
5
Why Have Long-Term Treasury Yields Fallen since the 1980s? Expected Short Rates and Term Premiums in (Quasi-) Real Time.
- Published in:
- Journal of Fixed Income, 2024, v. 34, n. 2, p. 5, doi. 10.3905/jfi.2024.1.189
- By:
- Publication type:
- Article
6
Issuing Frequency and the Cost of Municipal Financing.
- Published in:
- Journal of Fixed Income, 2024, v. 34, n. 2, p. 58, doi. 10.3905/jfi.2024.1.190
- By:
- Publication type:
- Article
7
Editor's Letter.
- Published in:
- Journal of Fixed Income, 2024, v. 34, n. 2, p. 1, doi. 10.3905/jfi.2024.34.2.001
- By:
- Publication type:
- Article