Index by author

Winter 2004; Volume 14,Issue 3

B

  1. Bardong, Florian

    1. 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

C

  1. Cantor, Richard

    1. 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

D

  1. Davies, Andrew

    1. 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

G

  1. Garcia, Tania

    1. 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

H

  1. Hu, Jian

    1. 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

J

  1. Jankowitsch, Rainer

    1. 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

K

  1. Kon, Stanley J.

    1. 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

  2. Kuo, Cheng-Kun

    1. 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

L

  1. Lee, Chih-Wei

    1. 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

  2. Lehnert, Thorsten

    1. 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

M

  1. Maghakian, Arthur

    1. 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

P

  1. Pichler, Stefan

    1. 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

R

  1. Reisman, Haim

    1. 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

S

  1. Sharma, Sanjay

    1. 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

U

  1. Urrutia, Jorge Luis

    1. 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

Z

  1. Zohar, Gady

    1. 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
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The Journal of Fixed Income
Vol. 14, Issue 3
Winter 2004
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