Table of Contents

Primary Article

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  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
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  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
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  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
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  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