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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Winter 2003; Volume 13,Issue 3

Editorial

  • Open Access
    Editor's Letter
    The Journal of Fixed Income Winter 2003, 13 (3) 1-2; DOI: https://doi.org/10.3905/jfi.2003.390847

Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Fixed Income
Vol. 13, Issue 3
Winter 2003
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