Index by author
Spring 2004; Volume 13,Issue 4
B
Bryan, Vicki
- You have accessApplying Bankruptcy Prediction Models to Distressed High Yield Bond IssuesRoberto Marchesini, Grady Perdue and Vicki BryanThe Journal of Fixed Income Spring 2004, 13 (4) 50-56; DOI: https://doi.org/10.3905/jfi.2004.391027
C
Cantor, Richard
- You have accessDefaults and Losses Given Default of Structured Finance SecuritiesJian Hu and Richard CantorThe Journal of Fixed Income Spring 2004, 13 (4) 5-24; DOI: https://doi.org/10.3905/jfi.2004.391024
Chu, Quentin C.
- You have accessInformation Content of Maturing TIISQuentin C. Chu, Deborah N. Pittman and Linda Q. YuThe Journal of Fixed Income Spring 2004, 13 (4) 90-99; DOI: https://doi.org/10.3905/jfi.2004.391031
D
Davis, Sherman
- You have accessAn ARMs Prepayment ModelSherman DavisThe Journal of Fixed Income Spring 2004, 13 (4) 73-79; DOI: https://doi.org/10.3905/jfi.2004.391029
E
Ericsson, Jan
- You have accessAn Empirical Study of Structural Credit Risk Models Using Stock and Bond PricesJan Ericsson and Joel RenebyThe Journal of Fixed Income Spring 2004, 13 (4) 38-49; DOI: https://doi.org/10.3905/jfi.2004.391026
H
Hu, Jian
- You have accessDefaults and Losses Given Default of Structured Finance SecuritiesJian Hu and Richard CantorThe Journal of Fixed Income Spring 2004, 13 (4) 5-24; DOI: https://doi.org/10.3905/jfi.2004.391024
Hunter, Delroy M.
- You have accessBenefits of International Bond DiversificationDelroy M. Hunter and David P. SimonThe Journal of Fixed Income Spring 2004, 13 (4) 57-72; DOI: https://doi.org/10.3905/jfi.2004.391028
J
Johnson, Richard
- You have accessRating Agency Actions Around the Investment-Grade BoundaryRichard JohnsonThe Journal of Fixed Income Spring 2004, 13 (4) 25-37; DOI: https://doi.org/10.3905/jfi.2004.391025
M
Marchesini, Roberto
- You have accessApplying Bankruptcy Prediction Models to Distressed High Yield Bond IssuesRoberto Marchesini, Grady Perdue and Vicki BryanThe Journal of Fixed Income Spring 2004, 13 (4) 50-56; DOI: https://doi.org/10.3905/jfi.2004.391027
P
Perdue, Grady
- You have accessApplying Bankruptcy Prediction Models to Distressed High Yield Bond IssuesRoberto Marchesini, Grady Perdue and Vicki BryanThe Journal of Fixed Income Spring 2004, 13 (4) 50-56; DOI: https://doi.org/10.3905/jfi.2004.391027
Pittman, Deborah N.
- You have accessInformation Content of Maturing TIISQuentin C. Chu, Deborah N. Pittman and Linda Q. YuThe Journal of Fixed Income Spring 2004, 13 (4) 90-99; DOI: https://doi.org/10.3905/jfi.2004.391031
R
Rendleman, Richard J..
- You have accessInterpolating the Term Structure from Par Yield and Swap CurvesRichard J.. RendlemanThe Journal of Fixed Income Spring 2004, 13 (4) 80-89; DOI: https://doi.org/10.3905/jfi.2004.391030
Reneby, Joel
- You have accessAn Empirical Study of Structural Credit Risk Models Using Stock and Bond PricesJan Ericsson and Joel RenebyThe Journal of Fixed Income Spring 2004, 13 (4) 38-49; DOI: https://doi.org/10.3905/jfi.2004.391026
S
Simon, David P.
- You have accessBenefits of International Bond DiversificationDelroy M. Hunter and David P. SimonThe Journal of Fixed Income Spring 2004, 13 (4) 57-72; DOI: https://doi.org/10.3905/jfi.2004.391028
Y
Yu, Linda Q.
- You have accessInformation Content of Maturing TIISQuentin C. Chu, Deborah N. Pittman and Linda Q. YuThe Journal of Fixed Income Spring 2004, 13 (4) 90-99; DOI: https://doi.org/10.3905/jfi.2004.391031