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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Winter 2000; Volume 10,Issue 3

Editorial

  • Open Access
    Editor's Letter
    The Journal of Fixed Income Winter 2000, 10 (3) 1-2; DOI: https://doi.org/10.3905/jfi.2000.390848

Primary Article

  • You have access
    Value at Risk Estimates for Brady Bond Portfolios
    Ron D′Vari and Juan C. Sosa
    The Journal of Fixed Income Winter 2000, 10 (3) 7-23; DOI: https://doi.org/10.3905/jfi.2000.319272
  • You have access
    How Consistent are Credit Ratings? A Geographic and Sectoral Analysis of Default Risk
    John Ammer and Frank Packer
    The Journal of Fixed Income Winter 2000, 10 (3) 24-30; DOI: https://doi.org/10.3905/jfi.2000.319273
  • You have access
    On Benchmarks and the Performance of DEM Bond Mutual Funds
    Felix Maag and Heinz Zimmermann
    The Journal of Fixed Income Winter 2000, 10 (3) 31-45; DOI: https://doi.org/10.3905/jfi.2000.319274
  • You have access
    A Study of RASC Subprime Loan Prepayments, Delinquencies, and Losses
    Steve Banerjee, Laurent Gauthier, Weisi Tan and Drew Zhu
    The Journal of Fixed Income Winter 2000, 10 (3) 47-67; DOI: https://doi.org/10.3905/jfi.2000.319278
  • You have access
    The Impact of a Third Credit Rating on the Pricing of Bonds
    Jeff Jewell and Miles B Livingston
    The Journal of Fixed Income Winter 2000, 10 (3) 69-85; DOI: https://doi.org/10.3905/jfi.2000.319275
  • You have access
    Predicting the Ten-Year LIBOR Swap Spread
    Joseph R. Prendergast
    The Journal of Fixed Income Winter 2000, 10 (3) 86-99; DOI: https://doi.org/10.3905/jfi.2000.319276
  • You have access
    Credit Spread Arbitrage in Emerging Eurobond Markets
    Caio Ibsen Rodrigues De Almeida, Antonio Marcos Duarte and Cristiano Augusto Coelho Fernandes
    The Journal of Fixed Income Winter 2000, 10 (3) 100-111; DOI: https://doi.org/10.3905/jfi.2000.319277
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The Journal of Fixed Income
Vol. 10, Issue 3
Winter 2000
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