Can anyone post this paper, please???

<t>Hi everyone,I am going to estimate CIR parameters with state space representation and using the Kalman Filter. I have two questions. 1) would the four parameters (including market price of risk) depend on the sample period of my dataset?2) if they do, what would be the criteria for the appropriat...

<t> Everyone is saying that the long end of the yield curve should naturally slope downwards (convexity etc.). I constructed the time series of the term structure and no downward slope (apart from a short period of inversion recently). Can anyone explain? P.S. Zero curve is bootstrapped from the swa...

Does anyone know whether this problem of curve inversion been properly studied recently? I am thinking of doing my dissertation on it, but have to narrow it down and direct it towards my degree, QF. Do you think it is something feasible?Thank you

Thank, Kitchenware,I have also found another good one where the Journal of Fixed Income available:http://search.epnet.com/athens.asp

Thanks, NickeAll in one go :-)However still can not find the last one: "Stock-Bond Correlation", J of Fixed Income, Sept 2003 :-(Any clue?Also looking for the book "Advanced Fixed Income valuation Tools" by Narasimagan Jegadeesh. Any e-version around?Thanks

<t>Please help! Does anyone have the following papers? Would very much appreciate it. Thank you1. "Market's Rate Expectations and Forward Rates" Journal of Fixed Income,Sep 1996 2. "Does duration extension enhance long-term expected returns", J of fixedincome, Sep 1996 3. "Dynamics of the Shape of t...

Does anyone know whether there is a free e-directory of the hedge funds, at least in London. I know there is a hard copy "Eurohedge Directory", but it is not free Has anyone ever came across of this directory? Is it possible to find it in any library?Thank you

<t>Does anyone have an idea about in which areas fixed income and financial econometrics (as subjects on their own) intersect the most? Was just thinking of my dissertation and, as I fancy both of the areas, would be cool to combine my knowledge and skill in both :-)I guess i can name one - modeling...

Thanks a lot, JMR, will definetly explore this option! How about the agencies/headhunters - do you think they can help with an internship?

That is a famous one! Often quoted and used by professors in their lectures on Advanced Fin Econometrics!

In fact I ve got an access to Bloomberg! What s the best way to do it - find people in the area of my interest (not sure whether I can see the department where theywork?), at which level (i.e. should it be somebody quite senior or rather an analyst/associate)?

<t>Thanks, JMR, for the advice. Unfortunatly I don't know anyone in the IB who can help me on that and normally you are ending up emailing (with no reply) or calling HR, which are not interested in anything ad hoc :-(Do you think the recruitment adencies would be of any help in terms of finding an i...

I have an impression that the CDOs and CDSs are quite "hot" now. Does anyone know what other credit derivatives are popular now? Is there any specific application in these areas someone would suggest to be of a great demand of research and modelling?

Hi, JMRI am in London.