search query: @indexterm BONDS / total: 562
references: 39-48 / 562
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39.
Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing
International Review of Financial Analysis
2004 : VOL. 13:1, p. 47-61
 2004 Moraux, F.
40.
The case for GDP-indexed bonds
Economic Policy
2004 : APR, VOL. 19:38, p. 165-216
 2004 Borensztein, E.
Mauro, P.
41.
Shadow interest
Risk
2003 : DEC, VOL. 16:12, p. 81-84
 2003 Gorovoi, V.
Linetsky, V.
42.
Fundamental properties of bond prices in models of the short-term rate
Review of Financial Studies
2003 : FALL, VOL. 16:3, p. 679-716
 2003 Mele, A.
43.
Common factors in international bond returns
Journal of International Money and Finance
2003 : AUG, VOL. 22:4, p. 629-656
 2003 Driessen, J.
Melenberg, B.
Nijman, T.
44.
Dynamic asset allocation for stocks, bonds, and cash
Journal of Business
2003 : APR, VOL. 76:2, p. 263-287
 2003 Bajeux-Besnainou, I.
Jordan, J.V.
Portait, R.
45.
A comparison of yield curve estimation techniques using UK data
Journal of Banking and Finance
2003 : JAN, VOL. 27:1, p. 1-26
 2003 Ioannides, M.
46.
Valuation of Convertible Bonds with Sequential Conversion
Schmalenbach Business Review
2002 : OCT, VOL. 54:4, p. 302-334
 2002 Buhler, W.
Koziol, C.
47.
Yield Spread and Term to Maturity: Default vs. Liquidity
European Financial Management
2002 : DEC, VOL. 8:4, p. 449-477
 2002 Diaz, A.
Navarro, E.
48.
Does European high yield lead or lag? Turning lead into gold ...
Journal of Asset Management
2002 : DEC, VOL. 3:3, p. 229-236
 2002 Garman, M. C.
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