Table of Contents

Winter 2000; Volume 10,Issue 3

A

  1. Ammer, John

    1. 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

B

  1. Banerjee, Steve

    1. 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

D

  1. D′Vari, Ron

    1. 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

  2. Duarte, Antonio Marcos

    1. 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

F

  1. Fernandes, Cristiano Augusto Coelho

    1. 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

G

  1. Gauthier, Laurent

    1. 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

J

  1. Jewell, Jeff

    1. 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

L

  1. Livingston, Miles B

    1. 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

M

  1. Maag, Felix

    1. 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

P

  1. Packer, Frank

    1. 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

  2. Prendergast, Joseph R.

    1. 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

R

  1. Rodrigues De Almeida, Caio Ibsen

    1. 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

S

  1. Sosa, Juan C.

    1. 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

T

  1. Tan, Weisi

    1. 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

Z

  1. Zhu, Drew

    1. 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

  2. Zimmermann, Heinz

    1. 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
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The Journal of Fixed Income
Vol. 10, Issue 3
Winter 2000
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