Index by author

Fall 2000; Volume 10,Issue 2

A

  1. Allen, David E.

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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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