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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Winter 2004; Volume 14,Issue 3

Editorial

  • Open Access
    Editor's Letter
    Stanley J. Kon
    The Journal of Fixed Income Winter 2004, 14 (3) 6; DOI: https://doi.org/10.3905/jfi.2004.461463

Primary Article

  • You have access
    Short-Term Predictability of the Term Structure
    Haim Reisman and Gady Zohar
    The Journal of Fixed Income Winter 2004, 14 (3) 7-14; DOI: https://doi.org/10.3905/jfi.2004.461448
  • You have access
    TIPS, Break-Even Inflation, and Inflation Forecasts
    Florian Bardong and Thorsten Lehnert
    The Journal of Fixed Income Winter 2004, 14 (3) 15-35; DOI: https://doi.org/10.3905/jfi.2004.461449
  • You have access
    Credit Spread Modeling with Regime-Switching Techniques
    Andrew Davies
    The Journal of Fixed Income Winter 2004, 14 (3) 36-48; DOI: https://doi.org/10.3905/jfi.2004.461450
  • You have access
    Parsimonious Estimation of Credit Spreads
    Rainer Jankowitsch and Stefan Pichler
    The Journal of Fixed Income Winter 2004, 14 (3) 49-63; DOI: https://doi.org/10.3905/jfi.2004.461451
  • You have access
    Implications of Stochastic Recovery Rates in Evaluating CDO Tranches
    Tania Garcia, Arthur Maghakian and Sanjay Sharma
    The Journal of Fixed Income Winter 2004, 14 (3) 64-71; DOI: https://doi.org/10.3905/jfi.2004.461452
  • You have access
    A Poisson Model with Common Shocks for CDO Valuation
    Chih-Wei Lee, Cheng-Kun Kuo and Jorge Luis Urrutia
    The Journal of Fixed Income Winter 2004, 14 (3) 72-81; DOI: https://doi.org/10.3905/jfi.2004.461453
  • You have access
    Measuring Final Loss Severity of Defaulted RMBS
    Jian Hu and Richard Cantor
    The Journal of Fixed Income Winter 2004, 14 (3) 82-91; DOI: https://doi.org/10.3905/jfi.2004.461454
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The Journal of Fixed Income
Vol. 14, Issue 3
Winter 2004
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