The Journal of Fixed Income: 12 (2)

The Journal of Fixed Income

Fall 2002; Volume 12,Issue 2

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

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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