Table of Contents

Spring 2004; Volume 13,Issue 4

B

  1. Bryan, Vicki

    1. Applying Bankruptcy Prediction Models to Distressed High Yield Bond Issues
      Roberto Marchesini, Grady Perdue and Vicki Bryan
      The Journal of Fixed Income Spring 2004, 13 (4) 50-56; DOI: https://doi.org/10.3905/jfi.2004.391027

C

  1. Cantor, Richard

    1. Defaults and Losses Given Default of Structured Finance Securities
      Jian Hu and Richard Cantor
      The Journal of Fixed Income Spring 2004, 13 (4) 5-24; DOI: https://doi.org/10.3905/jfi.2004.391024

  2. Chu, Quentin C.

    1. Information Content of Maturing TIIS
      Quentin C. Chu, Deborah N. Pittman and Linda Q. Yu
      The Journal of Fixed Income Spring 2004, 13 (4) 90-99; DOI: https://doi.org/10.3905/jfi.2004.391031

D

  1. Davis, Sherman

    1. An ARMs Prepayment Model
      Sherman Davis
      The Journal of Fixed Income Spring 2004, 13 (4) 73-79; DOI: https://doi.org/10.3905/jfi.2004.391029

E

  1. Ericsson, Jan

    1. An Empirical Study of Structural Credit Risk Models Using Stock and Bond Prices
      Jan Ericsson and Joel Reneby
      The Journal of Fixed Income Spring 2004, 13 (4) 38-49; DOI: https://doi.org/10.3905/jfi.2004.391026

H

  1. Hu, Jian

    1. Defaults and Losses Given Default of Structured Finance Securities
      Jian Hu and Richard Cantor
      The Journal of Fixed Income Spring 2004, 13 (4) 5-24; DOI: https://doi.org/10.3905/jfi.2004.391024

  2. Hunter, Delroy M.

    1. Benefits of International Bond Diversification
      Delroy M. Hunter and David P. Simon
      The Journal of Fixed Income Spring 2004, 13 (4) 57-72; DOI: https://doi.org/10.3905/jfi.2004.391028

J

  1. Johnson, Richard

    1. Rating Agency Actions Around the Investment-Grade Boundary
      Richard Johnson
      The Journal of Fixed Income Spring 2004, 13 (4) 25-37; DOI: https://doi.org/10.3905/jfi.2004.391025

M

  1. Marchesini, Roberto

    1. Applying Bankruptcy Prediction Models to Distressed High Yield Bond Issues
      Roberto Marchesini, Grady Perdue and Vicki Bryan
      The Journal of Fixed Income Spring 2004, 13 (4) 50-56; DOI: https://doi.org/10.3905/jfi.2004.391027

P

  1. Perdue, Grady

    1. Applying Bankruptcy Prediction Models to Distressed High Yield Bond Issues
      Roberto Marchesini, Grady Perdue and Vicki Bryan
      The Journal of Fixed Income Spring 2004, 13 (4) 50-56; DOI: https://doi.org/10.3905/jfi.2004.391027

  2. Pittman, Deborah N.

    1. Information Content of Maturing TIIS
      Quentin C. Chu, Deborah N. Pittman and Linda Q. Yu
      The Journal of Fixed Income Spring 2004, 13 (4) 90-99; DOI: https://doi.org/10.3905/jfi.2004.391031

R

  1. Rendleman, Richard J..

    1. Interpolating the Term Structure from Par Yield and Swap Curves
      Richard J.. Rendleman
      The Journal of Fixed Income Spring 2004, 13 (4) 80-89; DOI: https://doi.org/10.3905/jfi.2004.391030

  2. Reneby, Joel

    1. An Empirical Study of Structural Credit Risk Models Using Stock and Bond Prices
      Jan Ericsson and Joel Reneby
      The Journal of Fixed Income Spring 2004, 13 (4) 38-49; DOI: https://doi.org/10.3905/jfi.2004.391026

S

  1. Simon, David P.

    1. Benefits of International Bond Diversification
      Delroy M. Hunter and David P. Simon
      The Journal of Fixed Income Spring 2004, 13 (4) 57-72; DOI: https://doi.org/10.3905/jfi.2004.391028

Y

  1. Yu, Linda Q.

    1. Information Content of Maturing TIIS
      Quentin C. Chu, Deborah N. Pittman and Linda Q. Yu
      The Journal of Fixed Income Spring 2004, 13 (4) 90-99; DOI: https://doi.org/10.3905/jfi.2004.391031
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Fixed Income
Vol. 13, Issue 4
Spring 2004
Sign up for alerts