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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

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Index by author

Fall 2000; Volume 10,Issue 2
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Allen, David E.

    1. 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

C

  1. Clare, Andrew D

    1. 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

F

  1. Fridson, Martin S.

    1. 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

H

  1. Hull, John C

    1. 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

I

  1. Ioannides, Michalis

    1. 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

J

  1. Jordan, James V.

    1. 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

M

  1. Mansi, Sattar A.

    1. 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

O

  1. Okashima, Kathryn

    1. 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

S

  1. Sack, Brian

    1. 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
  2. Schmid, Bernd

    1. 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
  3. Skinner, Frank S.

    1. 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

T

  1. Thomas, Lyn C.

    1. 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

W

  1. White, Alan D

    1. 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

Z

  1. Zagst, Rudi

    1. 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
  2. Zheng, Harry

    1. 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
  • Table of Contents
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