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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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

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Table of Contents

Summer 2002; Volume 12,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Benzschawel, Terry L.

    1. You have access
      Investment-Grade CDOs
      Glen M. McDermott, Terry L. Benzschawel and Sohail Khan
      The Journal of Fixed Income Summer 2002, 12 (1) 65-95; DOI: https://doi.org/10.3905/jfi.2002.319319
  2. Brown, Rob

    1. You have access
      Modeling the Determinants of Swap Spreads
      Rob Brown, Francis In and Victor Fang
      The Journal of Fixed Income Summer 2002, 12 (1) 29-40; DOI: https://doi.org/10.3905/jfi.2002.319316

C

  1. Chen, Andrew H.

    1. You have access
      Evidence on Theta and Convexity in Treasury Returns
      Joseph Choongseok Kang and Andrew H. Chen
      The Journal of Fixed Income Summer 2002, 12 (1) 41-50; DOI: https://doi.org/10.3905/jfi.2002.319317
  2. Choongseok Kang, Joseph

    1. You have access
      Evidence on Theta and Convexity in Treasury Returns
      Joseph Choongseok Kang and Andrew H. Chen
      The Journal of Fixed Income Summer 2002, 12 (1) 41-50; DOI: https://doi.org/10.3905/jfi.2002.319317

F

  1. Fang, Victor

    1. You have access
      Modeling the Determinants of Swap Spreads
      Rob Brown, Francis In and Victor Fang
      The Journal of Fixed Income Summer 2002, 12 (1) 29-40; DOI: https://doi.org/10.3905/jfi.2002.319316

G

  1. Goodman, Laurie S.

    1. You have access
      And When CDOs PIK?
      Laurie S. Goodman and Douglas J. Lucas
      The Journal of Fixed Income Summer 2002, 12 (1) 96-102; DOI: https://doi.org/10.3905/jfi.2002.319320

H

  1. Hodges, Stewart D.

    1. You have access
      Pricing Defaultable Coupon Bonds Under a Jump-Diffusion Process
      Mark C.W. Wong and Stewart D. Hodges
      The Journal of Fixed Income Summer 2002, 12 (1) 51-64; DOI: https://doi.org/10.3905/jfi.2002.319318
  2. Ho Eom, Young

    1. You have access
      Transmission of Swap Spreads and Volatilities in the Japanese Swap Market
      Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
      The Journal of Fixed Income Summer 2002, 12 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2002.319315

I

  1. In, Francis

    1. You have access
      Modeling the Determinants of Swap Spreads
      Rob Brown, Francis In and Victor Fang
      The Journal of Fixed Income Summer 2002, 12 (1) 29-40; DOI: https://doi.org/10.3905/jfi.2002.319316

K

  1. Khan, Sohail

    1. You have access
      Investment-Grade CDOs
      Glen M. McDermott, Terry L. Benzschawel and Sohail Khan
      The Journal of Fixed Income Summer 2002, 12 (1) 65-95; DOI: https://doi.org/10.3905/jfi.2002.319319
  2. Kon, Stanley J.

    1. Open Access
      Editor's Letter
      Stanley J. Kon
      The Journal of Fixed Income Summer 2002, 12 (1) 1-2; DOI: https://doi.org/10.3905/jfi.2002.390856

L

  1. Lucas, Douglas J.

    1. You have access
      And When CDOs PIK?
      Laurie S. Goodman and Douglas J. Lucas
      The Journal of Fixed Income Summer 2002, 12 (1) 96-102; DOI: https://doi.org/10.3905/jfi.2002.319320

M

  1. McDermott, Glen M.

    1. You have access
      Investment-Grade CDOs
      Glen M. McDermott, Terry L. Benzschawel and Sohail Khan
      The Journal of Fixed Income Summer 2002, 12 (1) 65-95; DOI: https://doi.org/10.3905/jfi.2002.319319

S

  1. Subrahmanyam, Marti G.

    1. You have access
      Transmission of Swap Spreads and Volatilities in the Japanese Swap Market
      Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
      The Journal of Fixed Income Summer 2002, 12 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2002.319315

U

  1. Uno, Jun

    1. You have access
      Transmission of Swap Spreads and Volatilities in the Japanese Swap Market
      Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
      The Journal of Fixed Income Summer 2002, 12 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2002.319315

W

  1. Wong, Mark C.W.

    1. You have access
      Pricing Defaultable Coupon Bonds Under a Jump-Diffusion Process
      Mark C.W. Wong and Stewart D. Hodges
      The Journal of Fixed Income Summer 2002, 12 (1) 51-64; DOI: https://doi.org/10.3905/jfi.2002.319318
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The Journal of Fixed Income
Vol. 12, Issue 1
Summer 2002
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