Table of Contents

Winter 2003; Volume 13,Issue 3

A

  1. Adelson, Mark H.

    1. 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

B

  1. Brown, Rob

    1. 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

C

  1. Carayannopoulos, Peter

    1. 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

E

  1. Eppli, mark J.

    1. 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

F

  1. Fang, Victor

    1. 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

G

  1. Giesecke, Kay

    1. 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

I

  1. In, Francis

    1. 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

K

  1. Kalimipalli, Madhu

    1. 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

  2. Krause, Andreas

    1. 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

P

  1. Peristiani, Stavros

    1. 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

  2. Perli, Roberto

    1. 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

S

  1. Sack, Brian

    1. 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

T

  1. Tu, Charles C.

    1. 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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The Journal of Fixed Income
Vol. 13, Issue 3
Winter 2003
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