Author:
Kakushadze Zura,Serur Juan Andrés
Publisher
Springer International Publishing
Reference146 articles.
1. Albrecht, P. (1985). A Note on Immunization Under a General Stochastic Equilibrium Model of the Term Structure. Insurance: Mathematics and Economics, 4(4), 239–244.
2. Alexander, G. J., & Resnick, B. G. (1985). Using Linear and Goal Programming to Immunize Bond Portfolios. Journal of Banking & Finance, 9(1), 35–54.
3. Ang, S., Alles, L., & Allen, D. (1998). Riding the Yield Curve: An Analysis of International Evidence. Journal of Fixed Income, 8(3), 57–74.
4. Asgharian, H., & Karlsson, S. (2008). An Empirical Analysis of Factors Driving the Swap Spread. Journal of Fixed Income, 18(2), 41–56.
5. Aussenegg, W., Götz, L., & Jelic, R. (2014). European Asset Swap Spreads and the Credit Crisis. European Journal of Finance, 22(7), 572–600.