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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

Summer 2003; Volume 13,Issue 1

Editorial

  • Open Access
    Editor's Letter
    The Journal of Fixed Income Summer 2003, 13 (1) 1; DOI: https://doi.org/10.3905/jfi.2003.390850

Primary Article

  • You have access
    Structured Finance Rating Transitions
    Jian Hu and Richard Cantor
    The Journal of Fixed Income Summer 2003, 13 (1) 7-27; DOI: https://doi.org/10.3905/jfi.2003.319343
  • You have access
    An Empirical Study of Credit Default Swaps
    Frank S. Skinner and Antonio Díaz
    The Journal of Fixed Income Summer 2003, 13 (1) 28-38; DOI: https://doi.org/10.3905/jfi.2003.319344
  • You have access
    Trading Costs in Three U.S. Bond Markets
    Sugato Chakravarty and Asani Sarkar
    The Journal of Fixed Income Summer 2003, 13 (1) 39-48; DOI: https://doi.org/10.3905/jfi.2003.319345
  • You have access
    Market-Implied Losses and Non-Agency Subordinated MBS
    Laurent Gauthier
    The Journal of Fixed Income Summer 2003, 13 (1) 49-74; DOI: https://doi.org/10.3905/jfi.2003.319346
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    Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?
    Massoud Heidari and Liuren Wu
    The Journal of Fixed Income Summer 2003, 13 (1) 75-86; DOI: https://doi.org/10.3905/jfi.2003.319347
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    A Two-Factor Term Structure Model under GARCH Volatility
    Steven L Heston and Saikat Nandi
    The Journal of Fixed Income Summer 2003, 13 (1) 87-95; DOI: https://doi.org/10.3905/jfi.2003.319348
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The Journal of Fixed Income
Vol. 13, Issue 1
Summer 2003
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