Mortgage-backed securities in a strategic asset allocation framework

von Brennan, Myles
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)

Mortgage-backed securities in a strategic asset allocation framework

von Brennan, Myles
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)

Foreign exchange market volatility in EU accession countries in the run-up to euro adoption : weathering uncharted waters

von Kóbor, Ádám
Veröffentlicht in Economic systems (2004)

Foreign exchange market volatility in EU accession countries in the run-up to euro adoption : weathering uncharted waters

von Kóbor, Ádám
Veröffentlicht 2004

What determines US swap spreads?

von Kobor, Adam
Veröffentlicht 2005

Diversifying market and default risk in high grade sovereign bond portfolios

von Brennan, Myles
Veröffentlicht in Portfolio and risk management for central banks and sovereign wealth funds (2011)

What determines US swap spreads?

von Kobor, Adam
Veröffentlicht 2005

Advanced risk budgeting techniques

von Berkelaar, Arjan B.
Veröffentlicht in Risk management (2006)

Trends in reserve management by central banks

von Johnson-Calari, Jennifer
Veröffentlicht in Central bank reserve management (2007)