Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

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

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Winter 2001; Volume 11,Issue 3

Editorial

  • Open Access
    Editor's Letter
    The Journal of Fixed Income Winter 2001, 11 (3) 1-2; DOI: https://doi.org/10.3905/jfi.2001.390857

Primary Article

  • You have access
    Impact of Correlated Default Risk on Credit Portfolios
    Sanjiv Ranjan. Das, H. Gifford Fong and Gary Geng
    The Journal of Fixed Income Winter 2001, 11 (3) 9-19; DOI: https://doi.org/10.3905/jfi.2001.319301
  • You have access
    Pricing Convertible Bonds with Default Risk
    Akihiko Takahashi, Takao Kobayashi and Naruhisa Nakagawa
    The Journal of Fixed Income Winter 2001, 11 (3) 20-29; DOI: https://doi.org/10.3905/jfi.2001.319302
  • You have access
    Credit Rating and Corporate Defaults
    Chunsheng Zhou
    The Journal of Fixed Income Winter 2001, 11 (3) 30-40; DOI: https://doi.org/10.3905/jfi.2001.319303
  • You have access
    Impact of Different Interest Rate Models on Bond Value Measures
    Gerald W. Buetow, Bernd Hanke and Frank J. Fabozzi
    The Journal of Fixed Income Winter 2001, 11 (3) 41-53; DOI: https://doi.org/10.3905/jfi.2001.319304
  • You have access
    Does Implied Volatility Imply Volatility—in Bonds?
    Eric Bertonazzi and M.T. Maloney
    The Journal of Fixed Income Winter 2001, 11 (3) 54-60; DOI: https://doi.org/10.3905/jfi.2001.319305
  • You have access
    Measuring Equilibrium Real Interest Rates
    Antulio N. Bomfim
    The Journal of Fixed Income Winter 2001, 11 (3) 61-69; DOI: https://doi.org/10.3905/jfi.2001.319306
  • You have access
    Tradable Proxy Portfolios for an MBS Index
    Lev Dynkin, Vadim Konstantinovsky and Bruce D Phelps
    The Journal of Fixed Income Winter 2001, 11 (3) 70-87; DOI: https://doi.org/10.3905/jfi.2001.319307
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Fixed Income
Vol. 11, Issue 3
Winter 2001
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies