Index by author

Primary Article

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  Risk in Fixed-Income Hedge Fund Styles

  William Fung and David A. Hsieh

  The Journal of Fixed Income Fall 2002, 12 (2) 6-27; DOI: https://doi.org/10.3905/jfi.2002.319321
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  The Lehman Brothers Swap Indexes

  Lev Dynkin, Yuri Greenfield and Dev Joneja

  The Journal of Fixed Income Fall 2002, 12 (2) 28-42; DOI: https://doi.org/10.3905/jfi.2002.319322
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  Modeling the Dynamics of MBS Spreads

  Gregory Koutmos

  The Journal of Fixed Income Fall 2002, 12 (2) 43-49; DOI: https://doi.org/10.3905/jfi.2002.319323
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  Defaulted Bond Returns by Seniority Class

  Martin S. Fridson and Yan Gao

  The Journal of Fixed Income Fall 2002, 12 (2) 50-57; DOI: https://doi.org/10.3905/jfi.2002.319324
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  Impact of Call Features on Corporate Bond Yields

  Louis H Ederington and Duane R Stock

  The Journal of Fixed Income Fall 2002, 12 (2) 58-68; DOI: https://doi.org/10.3905/jfi.2002.319325
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  Modeling Expected Return on Defaultable Bonds

  Fan Yu

  The Journal of Fixed Income Fall 2002, 12 (2) 69-81; DOI: https://doi.org/10.3905/jfi.2002.319326
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  Bid-Ask Spreads and the Liquidity of International Bonds

  Owain AP Gwilym, Lourdes Trevino and Stephen H Thomas

  The Journal of Fixed Income Fall 2002, 12 (2) 82-91; DOI: https://doi.org/10.3905/jfi.2002.319327