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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Fall 2000; Volume 10,Issue 2

Editorial

  • Open Access
    Editor's Letter
    The Journal of Fixed Income Fall 2000, 10 (2) 1; DOI: https://doi.org/10.3905/jfi.2000.390845

Primary Article

  • You have access
    Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields
    Brian Sack
    The Journal of Fixed Income Fall 2000, 10 (2) 6-17; DOI: https://doi.org/10.3905/jfi.2000.319266
  • You have access
    Downgrade/Upgrade Ratio Leads Default Rate
    Kathryn Okashima and Martin S. Fridson
    The Journal of Fixed Income Fall 2000, 10 (2) 18-24; DOI: https://doi.org/10.3905/jfi.2000.319267
  • You have access
    Hedging Corporate Bonds with Stock Index Futures
    Andrew D Clare, Michalis Ioannides and Frank S. Skinner
    The Journal of Fixed Income Fall 2000, 10 (2) 25-34; DOI: https://doi.org/10.3905/jfi.2000.319269
  • You have access
    How Well Do Constant-Maturity Treasures Approximate the On-the-Run Term Structure?
    James V. Jordan and Sattar A. Mansi
    The Journal of Fixed Income Fall 2000, 10 (2) 35-45; DOI: https://doi.org/10.3905/jfi.2000.319270
  • You have access
    Forward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market Model
    John C Hull and Alan D White
    The Journal of Fixed Income Fall 2000, 10 (2) 46-62; DOI: https://doi.org/10.3905/jfi.2000.319268
  • You have access
    A Three-Factor Defaultable Term Structure Model
    Bernd Schmid and Rudi Zagst
    The Journal of Fixed Income Fall 2000, 10 (2) 63-79; DOI: https://doi.org/10.3905/jfi.2000.319265
  • You have access
    Stripping Coupons with Linear Programming
    David E. Allen, Lyn C. Thomas and Harry Zheng
    The Journal of Fixed Income Fall 2000, 10 (2) 80-87; DOI: https://doi.org/10.3905/jfi.2000.319271
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The Journal of Fixed Income
Vol. 10, Issue 2
Fall 2000
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