Joel R. Barber
Affiliations: | Florida International University, Miami, FL, United States |
Area:
FinanceGoogle:
"Joel Barber"
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Publications
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| Barber JR. (2020) Empirical analysis of term structure shifts Journal of Economics and Finance. 1-12 |
| Pavlova I, Hibbert AM, Barber JR, et al. (2015) Credit Spreads and Regime Shifts The Journal of Fixed Income. 25: 58-74 |
| Barber JR, Copper ML. (2012) Principal component analysis of yield curve movements Journal of Economics and Finance. 36: 750-765 |
| Hibbert AM, Pavlova I, Barber JR, et al. (2011) Credit Spread Changes and Equity Volatility: Evidence from Daily Data The Financial Review. 46: 357-383 |
| Barber JR, Copper ML. (2006) Arbitrage opportunities and immunization Journal of Economics and Finance. 30: 133-139 |
| Barber JR. (2005) Bond Option Valuation for Non-Markovian Interest Rate Processes The Financial Review. 40: 519-532 |
| Barber JR. (1999) Bond Immunization for Affine Term Structures The Financial Review. 34: 127-139 |
| Barber JR, Copper ML. (1998) A minimax risk strategy for portfolio immunization Insurance Mathematics & Economics. 23: 173-177 |
| Barber JR, Copper ML. (1998) Bond immunization for additive interest rate shocks Journal of Economics and Finance. 22: 77-84 |
| Barber JR, Copper ML. (1997) Is Bond Convexity a Free Lunch The Journal of Portfolio Management. 24: 113-119 |