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International Journal of Bonds and Derivatives

Inderscience Enterprises Ltd

ABDC C
Abstract coveragesee Methodology
Recent paperssorted by most recent
PaperYearCitations
Pricing Longevity Bonds using a Generalised Vasicek Term Structure Model with Correlated Mortality and Interest Rates
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Forecasting the yield curve for the Eurozone and USA using standard methods and machine learning approach
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20250 citations
Forecasting the Yield Curve for the Eurozone and United States using Standard Methods and Machine Learning Approach
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Green bonds in focus: bridging literacy and investment among retail investors
Kritika Pancholi et al.
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Pricing longevity bonds using a generalised Vasicek term structure model with correlated mortality and interest rates
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20250 citations
The dynamic relationship between the bond and CDS markets of emerging countries: copula-GARCH
Imen Daoued & Mohamed Imen Gallali
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Does the Stock Market Development Lead to Economic Growth, the Case of Uganda and Turkey
Godfrey Akileng et al.
20250 citations
Green Bonds in Focus: Bridging Literacy and Investment Among Retail Investors
Vandana Lakhotia Ladha et al.
20240 citations
Analysis of lead-lag relationship and volatility spillover: evidence from Indian agriculture commodity markets
Muneer Shaik et al.
20213 citations
Modelling the dynamics of long-term bonds with Kalman filter
Romeo Mawonike et al.
20212 citations
Do Africa stock markets exhibit any evidence of risk-return trade-off
Kalu O. Emenike
20212 citations
Price dissemination of international and domestic commodity markets
S. Thiyagarajan et al.
20211 citations
Modelling the dynamics of long-term bonds with Kalman filter
Samuel Asante Gyamerah et al.
20210 citations
Analysis of lead-lag relationship and volatility spillover: evidence from Indian agriculture commodity markets
Gurmeet Singh et al.
20210 citations
The CDS-bond basis arbitrage in emerging markets: extreme sovereign risk
Mohamed Imen Gallali & Imen Daoued
20210 citations
Price dissemination of international and domestic commodity markets
G. Naresh et al.
20210 citations
Do Africa stock markets exhibit any evidence of risk-return trade-off
Kalu O. Emenike
20210 citations
Equilibrium Interest Rate Models for the Indian Government Security Market
Alok Pandey & Sunrita Chaudhuri
20210 citations
The CDS-bond basis arbitrage in emerging markets: extreme sovereign risk
Imen Daoued & Mohamed Imen Gallali
20210 citations
Googling investor's sentiment, financial stress and dynamics of European market indexes: a Markov chain analysis
Fayrouz Souissi et al.
20205 citations

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