search query: @indexterm BONDS / total: 562
references: 58-67 / 562
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58.
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
International Review of Financial Analysis
2002 : VOL. 11:3, p. 331-344
 2002 Batten, J.
Ellis, C.
Hogan, W.
59.
A hidden Markov chain model for the term structure of bond credit risk spreads
International Review of Financial Analysis
2002 : VOL. 11:3, p. 311-329
 2002 Thomas, L.C.
Allen, D.E.
Morkel-Kingsbury, N.
60.
Credit spreads and the term structure of interest rates
International Review of Financial Analysis
2002 : VOL. 11:3, p. 279-295
 2002 Christiansen, C.
61.
Temporal aggregation, volatility components and volume in high frequency UK bond futures
European Journal of Finance
2002 : MAR, VOL. 8:1, p. 70-92
 2002 McMillan, D. G.
Speight, A. E. H.
62.
Liquidity risk and specialness
Journal of Financial Economics
2002 : MAY, VOL. 64:2, p. 243-284
 2002 Buraschi, A.
Menini, D.
63.
Indexanleihen mit Kapitalgarantien: Darstellung, Bewertung und Analyse
Zeitschrift für Betriebswirtschaft
2002 : MAR, VOL. 72:3, p. 243-274
 2002 Fischer, E. O.
Schuster, M. G.
64.
Zur steuerlichen Vorteilhaftigkeit von Kuponanleihen - ein verallgemeinerter Ansatz
Zeitschrift für Betriebswirtschaft
2002 : MAR, VOL. 72:3, p. 223-242
 2002 Altrock, F.
65.
A case-based approach using inductive indexing for corporate bond rating
Decision Support Systems
2001 : NOV, VOL. 32:1, p. 41-52
 2001 Shin, K.-S.
Man, I.
66.
Basis variation and a common source of risk: evidence from UK futures markets
European Journal of Finance
2001 : MAR, VOL. 7:1, p. 39-62
 2001 Fraser, P.
Mckaig, A. J.
67.
The great league table debate
Euromoney
2001 : JUN, 386, p. 116-121
 2001 Morris, J.
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