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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Spring 2002; Volume 11,Issue 4

Editorial

  • Open Access
    Editor's Letter
    The Journal of Fixed Income Spring 2002, 11 (4) 1-2; DOI: https://doi.org/10.3905/jfi.2002.390853

Primary Article

  • You have access
    Valuing Default Swaps Under Market and Credit Risk Correlation
    Robert A Jarrow and Yildiray Yildirim
    The Journal of Fixed Income Spring 2002, 11 (4) 7-19; DOI: https://doi.org/10.3905/jfi.2002.319308
  • You have access
    Recovery Assumptions in the Valuation of Credit Derivatives
    Gordon Delianedis and Ronald Lagnado
    The Journal of Fixed Income Spring 2002, 11 (4) 20-30; DOI: https://doi.org/10.3905/jfi.2002.319309
  • You have access
    Bid-Ask Spread, Volatility, and Volume in the Corporate Bond Market
    Madhu Kalimipalli and Arthur D Warga
    The Journal of Fixed Income Spring 2002, 11 (4) 31-42; DOI: https://doi.org/10.3905/jfi.2002.319310
  • You have access
    Hedging and Replication of Fixed-Income Portfolios
    Lev Dynkin, Jay Hyman and Peter Lindner
    The Journal of Fixed Income Spring 2002, 11 (4) 43-63; DOI: https://doi.org/10.3905/jfi.2002.319311
  • You have access
    Jumbo Hybrid ARM Securities
    Sharad Chaudhary and Laurent Gauthier
    The Journal of Fixed Income Spring 2002, 11 (4) 64-77; DOI: https://doi.org/10.3905/jfi.2002.319312
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    The Yield Curve and Mortgage Current Coupons
    Eknath Belbase and Daniel Szakallas
    The Journal of Fixed Income Spring 2002, 11 (4) 78-86; DOI: https://doi.org/10.3905/jfi.2002.319313
  • You have access
    Predicting the Direction of Interest Rate Movements
    Nicolas Papageorgiou and Frank S. Skinner
    The Journal of Fixed Income Spring 2002, 11 (4) 87-95; DOI: https://doi.org/10.3905/jfi.2002.319314
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The Journal of Fixed Income
Vol. 11, Issue 4
Spring 2002
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