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10. Fixed-Income Securities
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Cited by

  • 2013Pricing Credit Default Swaps with Observable Covariates74 cited
  • 2011Convertible Debt and Investment Timing64 cited
  • 2010Interest Rate Modelling64 cited
  • 2004Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model60 cited
  • 2012European Bond ETFs - Tracking Errors and the Sovereign Debt Crisis46 cited
  • 1996Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing41 cited
  • 2021Can Sticky Portfolios Explain International Capital Flows and Asset Prices?37 cited
  • 2005Evolving yield curves in the real-world measures: a semi-parametric approach33 cited
  • 2004Review Paper. Interest–rate term–structure pricing models: a review31 cited
  • 2014Rate fears gauges and the dynamics of fixed income and equity volatilities31 cited
  • 2010International money and stock market contingent claims29 cited
  • 2018Multi-moment risk, hedging strategies, & the business cycle26 cited
  • 2001Dynamic Models of the Term Structure25 cited
  • 2010How risky sukuk are: comparative analysis of risks associated with sukuk and conventional bonds20 cited

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