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Volume 6; Issue 3
Main
The Journal of Fixed Income
Volume 6; Issue 3
The Journal of Fixed Income
Volume 6; Issue 3
1
Determinants and Impact of Sovereign Credit Ratings
Cantor, Richard
,
Packer, Frank
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 3.67 MB
Your tags:
english, 1996
2
A Simple Approach to Three-Factor Affine Term Structure Models
Balduzzi, Pierluigi
,
Das, Sanjiv Ranjan
,
Foresi, Silverio
,
Sundaram, Rangarajan K
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 830 KB
Your tags:
english, 1996
3
A Statistical Analysis of the Term Structure of Interest Rate in Switzerland and Germany
Bühler, Alfred
,
Zimmermann, Heinz
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 1.16 MB
Your tags:
english, 1996
4
U.S. Treasury Inflation-Indexed Bonds
Roll, Richard
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 1.71 MB
Your tags:
english, 1996
5
Cointegration, Common Factors, and the Term Structure of Yen Offshore Interest Rates
Hiraki, Takato
,
Shiraishi, Noriyoshi
,
Takezawa, Nobuya
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 514 KB
Your tags:
english, 1996
6
Interest Rates, Investment, and Economic Recessions
Renshaw, Edward F
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 208 KB
Your tags:
english, 1996
7
A Binomial Tree for the Hull and White Model with Probabilities Independent of the Initial Term Structure
Reisman, Haim
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 975 KB
Your tags:
english, 1996
8
Adjusted Forward Rates as Predictors of Future Spot Rates
Buser, Stephen A
,
Andrew Karolyi, G
,
Sanders, Anthony B
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 1.08 MB
Your tags:
english, 1996
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