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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

Fall 2002; Volume 12,Issue 2

Editorial

  • Open Access
    Editor's Letter
    Stanley J. Kon
    The Journal of Fixed Income Fall 2002, 12 (2) 1-2; DOI: https://doi.org/10.3905/jfi.2002.390849

Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Fixed Income
Vol. 12, Issue 2
Fall 2002
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