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Bonds and Bond Derivatives, Second Edition by Miles Livingston

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SELECTED REFERENCES

Altman, E., and S. Nammacher, Investing in Junk Bonds: Inside the High Yield Debt Market (New York: John Wiley & Sons, 1987).

Arditti, F., Derivatives (Boston, MA: Harvard Business School Press, 1996).

Bierwag, G. O., Duration Analysis: Managing Interest Rate Risk (Cambridge, MA: Ballinger, 1987).

Bowlin, O. D., “The Bond Refunding Decision: Another Special Case in Capital Budgeting,” Journal of Finance (March 1966).

Campbell, J., “A Defense of Traditional Hypotheses about the Term Structure of Interest Rates,” Journal of Finance (1986).

Chakravarty, S., and A. Sarkar, “Trading Costs in Three U.S. Bond Markets,” The Journal of Fixed Income (June 2003).

Cook, T. Q., and D. R. Timothy, eds. Instruments of the Money Market, 6th ed. (Richmond, VA: Federal Reserve Bank of Richmond, 1986).

Crabbe, L., Callable Corporate Bonds: A Vanishing Breed (Washington, DC: Board of Governors of the Federal Reserve System, 1991).

Crabbe, L. E., and J. Helwege, “Alternative Tests of Agency Theories of Callable Corporate Bonds,” Financial Management (Winter 1994).

Daves, P., and M. Ehrhardt, “Liquidity, Reconstruction, and the Value of U.S. Treasury Strips,” Journal of Finance (1993).

Fabozzi, F., Bond Markets, Analysis, and Strategies, 5th ed. (Upper Saddle River, NJ: Prentice Hall, 2004).

Fabozzi, F., and J. Dunlevy, Real Estate-Backed Securities (Newhope, PA: Frank J. Fabozzi Associates, 2001).

Fisher, I., Appreciation and Interest (New York: Macmillan, 1896).

Fisher, I., The ...

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