A Graphic Model for the Term Structure of Interest Rates.
- Published in:
- Journal of Fixed Income, 2025, v. 34, n. 4, p. 128, doi. 10.3905/jfi.2024.1.199
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- Publication type:
- Article
Works matching IS 10598596 AND DT 2025 AND VI 34 AND IP 4
Results: 7
1
2
Co-Movement of Geopolitical Risks and Commercial Papers.
- Published in:
- Journal of Fixed Income, 2025, v. 34, n. 4, p. 101, doi. 10.3905/jfi.2025.1.201
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- Publication type:
- Article
3
Market Volatility, Valuation Uncertainty, and the Underpricing of Corporate Bond Offerings.
- Published in:
- Journal of Fixed Income, 2025, v. 34, n. 4, p. 78, doi. 10.3905/jfi.2025.1.200
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- Publication type:
- Article
4
How to Construct a Long-Only Multifactor Credit Portfolio?
- Published in:
- Journal of Fixed Income, 2025, v. 34, n. 4, p. 32, doi. 10.3905/jfi.2025.1.202
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- Publication type:
- Article
5
Loan Category and CMBS Deal Structure: A Historical Perspective from 1999 to 2022.
- Published in:
- Journal of Fixed Income, 2025, v. 34, n. 4, p. 6, doi. 10.3905/jfi.2024.1.198
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- Publication type:
- Article
6
Editor's Letter.
- Published in:
- Journal of Fixed Income, 2025, v. 34, n. 4, p. 1, doi. 10.3905/jfi.2025.34.4.001
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- Publication type:
- Article
7
The Effect of Credit, Liquidity and Rollover Risk on Bondholder Wealth in Mergers and Acquisitions.
- Published in:
- Journal of Fixed Income, 2025, v. 34, n. 4, p. 50, doi. 10.3905/jfi.2025.1.203
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- Publication type:
- Article