Index by author
Winter 2004; Volume 14,Issue 3
B
Bardong, Florian
- You have accessTIPS, Break-Even Inflation, and Inflation ForecastsFlorian Bardong and Thorsten LehnertThe Journal of Fixed Income Winter 2004, 14 (3) 15-35; DOI: https://doi.org/10.3905/jfi.2004.461449
C
Cantor, Richard
- You have accessMeasuring Final Loss Severity of Defaulted RMBSJian Hu and Richard CantorThe Journal of Fixed Income Winter 2004, 14 (3) 82-91; DOI: https://doi.org/10.3905/jfi.2004.461454
D
Davies, Andrew
- You have accessCredit Spread Modeling with Regime-Switching TechniquesAndrew DaviesThe Journal of Fixed Income Winter 2004, 14 (3) 36-48; DOI: https://doi.org/10.3905/jfi.2004.461450
G
Garcia, Tania
- You have accessImplications of Stochastic Recovery Rates in Evaluating CDO TranchesTania Garcia, Arthur Maghakian and Sanjay SharmaThe Journal of Fixed Income Winter 2004, 14 (3) 64-71; DOI: https://doi.org/10.3905/jfi.2004.461452
H
Hu, Jian
- You have accessMeasuring Final Loss Severity of Defaulted RMBSJian Hu and Richard CantorThe Journal of Fixed Income Winter 2004, 14 (3) 82-91; DOI: https://doi.org/10.3905/jfi.2004.461454
J
Jankowitsch, Rainer
- You have accessParsimonious Estimation of Credit SpreadsRainer Jankowitsch and Stefan PichlerThe Journal of Fixed Income Winter 2004, 14 (3) 49-63; DOI: https://doi.org/10.3905/jfi.2004.461451
K
Kon, Stanley J.
- Open AccessEditor's LetterStanley J. KonThe Journal of Fixed Income Winter 2004, 14 (3) 6; DOI: https://doi.org/10.3905/jfi.2004.461463
Kuo, Cheng-Kun
- You have accessA Poisson Model with Common Shocks for CDO ValuationChih-Wei Lee, Cheng-Kun Kuo and Jorge Luis UrrutiaThe Journal of Fixed Income Winter 2004, 14 (3) 72-81; DOI: https://doi.org/10.3905/jfi.2004.461453
L
Lee, Chih-Wei
- You have accessA Poisson Model with Common Shocks for CDO ValuationChih-Wei Lee, Cheng-Kun Kuo and Jorge Luis UrrutiaThe Journal of Fixed Income Winter 2004, 14 (3) 72-81; DOI: https://doi.org/10.3905/jfi.2004.461453
Lehnert, Thorsten
- You have accessTIPS, Break-Even Inflation, and Inflation ForecastsFlorian Bardong and Thorsten LehnertThe Journal of Fixed Income Winter 2004, 14 (3) 15-35; DOI: https://doi.org/10.3905/jfi.2004.461449
M
Maghakian, Arthur
- You have accessImplications of Stochastic Recovery Rates in Evaluating CDO TranchesTania Garcia, Arthur Maghakian and Sanjay SharmaThe Journal of Fixed Income Winter 2004, 14 (3) 64-71; DOI: https://doi.org/10.3905/jfi.2004.461452
P
Pichler, Stefan
- You have accessParsimonious Estimation of Credit SpreadsRainer Jankowitsch and Stefan PichlerThe Journal of Fixed Income Winter 2004, 14 (3) 49-63; DOI: https://doi.org/10.3905/jfi.2004.461451
R
Reisman, Haim
- You have accessShort-Term Predictability of the Term StructureHaim Reisman and Gady ZoharThe Journal of Fixed Income Winter 2004, 14 (3) 7-14; DOI: https://doi.org/10.3905/jfi.2004.461448
S
Sharma, Sanjay
- You have accessImplications of Stochastic Recovery Rates in Evaluating CDO TranchesTania Garcia, Arthur Maghakian and Sanjay SharmaThe Journal of Fixed Income Winter 2004, 14 (3) 64-71; DOI: https://doi.org/10.3905/jfi.2004.461452
U
Urrutia, Jorge Luis
- You have accessA Poisson Model with Common Shocks for CDO ValuationChih-Wei Lee, Cheng-Kun Kuo and Jorge Luis UrrutiaThe Journal of Fixed Income Winter 2004, 14 (3) 72-81; DOI: https://doi.org/10.3905/jfi.2004.461453
Z
Zohar, Gady
- You have accessShort-Term Predictability of the Term StructureHaim Reisman and Gady ZoharThe Journal of Fixed Income Winter 2004, 14 (3) 7-14; DOI: https://doi.org/10.3905/jfi.2004.461448