Index by author
Fall 2000; Volume 10,Issue 2
A
Allen, David E.
- You have accessStripping Coupons with Linear ProgrammingDavid E. Allen, Lyn C. Thomas and Harry ZhengThe Journal of Fixed Income Fall 2000, 10 (2) 80-87; DOI: https://doi.org/10.3905/jfi.2000.319271
C
Clare, Andrew D
- You have accessHedging Corporate Bonds with Stock Index FuturesAndrew D Clare, Michalis Ioannides and Frank S. SkinnerThe Journal of Fixed Income Fall 2000, 10 (2) 25-34; DOI: https://doi.org/10.3905/jfi.2000.319269
F
Fridson, Martin S.
- You have accessDowngrade/Upgrade Ratio Leads Default RateKathryn Okashima and Martin S. FridsonThe Journal of Fixed Income Fall 2000, 10 (2) 18-24; DOI: https://doi.org/10.3905/jfi.2000.319267
H
Hull, John C
- You have accessForward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market ModelJohn C Hull and Alan D WhiteThe Journal of Fixed Income Fall 2000, 10 (2) 46-62; DOI: https://doi.org/10.3905/jfi.2000.319268
I
Ioannides, Michalis
- You have accessHedging Corporate Bonds with Stock Index FuturesAndrew D Clare, Michalis Ioannides and Frank S. SkinnerThe Journal of Fixed Income Fall 2000, 10 (2) 25-34; DOI: https://doi.org/10.3905/jfi.2000.319269
J
Jordan, James V.
- You have accessHow Well Do Constant-Maturity Treasures Approximate the On-the-Run Term Structure?James V. Jordan and Sattar A. MansiThe Journal of Fixed Income Fall 2000, 10 (2) 35-45; DOI: https://doi.org/10.3905/jfi.2000.319270
M
Mansi, Sattar A.
- You have accessHow Well Do Constant-Maturity Treasures Approximate the On-the-Run Term Structure?James V. Jordan and Sattar A. MansiThe Journal of Fixed Income Fall 2000, 10 (2) 35-45; DOI: https://doi.org/10.3905/jfi.2000.319270
O
Okashima, Kathryn
- You have accessDowngrade/Upgrade Ratio Leads Default RateKathryn Okashima and Martin S. FridsonThe Journal of Fixed Income Fall 2000, 10 (2) 18-24; DOI: https://doi.org/10.3905/jfi.2000.319267
S
Sack, Brian
- You have accessDeriving Inflation Expectations from Nominal and Inflation-Indexed Treasury YieldsBrian SackThe Journal of Fixed Income Fall 2000, 10 (2) 6-17; DOI: https://doi.org/10.3905/jfi.2000.319266
Schmid, Bernd
- You have accessA Three-Factor Defaultable Term Structure ModelBernd Schmid and Rudi ZagstThe Journal of Fixed Income Fall 2000, 10 (2) 63-79; DOI: https://doi.org/10.3905/jfi.2000.319265
Skinner, Frank S.
- You have accessHedging Corporate Bonds with Stock Index FuturesAndrew D Clare, Michalis Ioannides and Frank S. SkinnerThe Journal of Fixed Income Fall 2000, 10 (2) 25-34; DOI: https://doi.org/10.3905/jfi.2000.319269
T
Thomas, Lyn C.
- You have accessStripping Coupons with Linear ProgrammingDavid E. Allen, Lyn C. Thomas and Harry ZhengThe Journal of Fixed Income Fall 2000, 10 (2) 80-87; DOI: https://doi.org/10.3905/jfi.2000.319271
W
White, Alan D
- You have accessForward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market ModelJohn C Hull and Alan D WhiteThe Journal of Fixed Income Fall 2000, 10 (2) 46-62; DOI: https://doi.org/10.3905/jfi.2000.319268
Z
Zagst, Rudi
- You have accessA Three-Factor Defaultable Term Structure ModelBernd Schmid and Rudi ZagstThe Journal of Fixed Income Fall 2000, 10 (2) 63-79; DOI: https://doi.org/10.3905/jfi.2000.319265
Zheng, Harry
- You have accessStripping Coupons with Linear ProgrammingDavid E. Allen, Lyn C. Thomas and Harry ZhengThe Journal of Fixed Income Fall 2000, 10 (2) 80-87; DOI: https://doi.org/10.3905/jfi.2000.319271