Table of Contents

Primary Article

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  Does Mortgage Hedging Amplify Movements in Long-Term Interest Rates?

  Roberto Perli and Brian Sack

  The Journal of Fixed Income Winter 2003, 13 (3) 7-17; DOI: https://doi.org/10.3905/jfi.2003.319356
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  Crashes in Bond Markets and the Hedging of Mortgage-Backed Securities

  Andreas Krause

  The Journal of Fixed Income Winter 2003, 13 (3) 19-32; DOI: https://doi.org/10.3905/jfi.2003.319357
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  Modeling the Instability of Mortgage-Backed Prepayments

  Stavros Peristiani

  The Journal of Fixed Income Winter 2003, 13 (3) 33-41; DOI: https://doi.org/10.3905/jfi.2003.319358
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  Term Default, Balloon Risk, and Credit Risk in Commercial Mortgages

  Charles C. Tu and mark J. Eppli

  The Journal of Fixed Income Winter 2003, 13 (3) 42-52; DOI: https://doi.org/10.3905/jfi.2003.319359
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  CDO and ABS Underperformance

  Mark H. Adelson

  The Journal of Fixed Income Winter 2003, 13 (3) 53-63; DOI: https://doi.org/10.3905/jfi.2003.319360
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  Convertible Bond Prices and Inherent Biases

  Peter Carayannopoulos and Madhu Kalimipalli

  The Journal of Fixed Income Winter 2003, 13 (3) 64-73; DOI: https://doi.org/10.3905/jfi.2003.319361
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  A Simple Exponential Model for Dependent Defaults

  Kay Giesecke

  The Journal of Fixed Income Winter 2003, 13 (3) 74-83; DOI: https://doi.org/10.3905/jfi.2003.319362
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  Links among Interest Rate Swap Markets

  Francis In, Rob Brown and Victor Fang

  The Journal of Fixed Income Winter 2003, 13 (3) 84-95; DOI: https://doi.org/10.3905/jfi.2003.319363