The Journal of Fixed Income: 16 (1)

The Journal of Fixed Income

Summer 2006; Volume 16,Issue 1

Open Access
Editor's Letter
Stanley j. Kon

The Journal of Fixed Income Summer 2006, 16 (1) 1; DOI: https://doi.org/10.3905/jfi.2006.640280
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The Relationship Between Issuance Spreads and Credit Performance of Structured Finance Securities
Jian Hu and Richard Cantor

The Journal of Fixed Income Summer 2006, 16 (1) 5-20; DOI: https://doi.org/10.3905/jfi.2006.640273
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What Drives the Growth of Aggregate Residential Mortgage Debt in the U.S.?
Mo Chaudhury

The Journal of Fixed Income Summer 2006, 16 (1) 21-37; DOI: https://doi.org/10.3905/jfi.2006.640275
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Exchange-Traded Fixed-Income Derivatives in Asset Management and Asset-Liability Management
Felix Goltz, Lionel Martellini and Volker Ziemann

The Journal of Fixed Income Summer 2006, 16 (1) 39-54; DOI: https://doi.org/10.3905/jfi.2006.640276
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An Analysis of Portfolios of Insured Debts
Michel Gendron, Van Son Lai and Issouf Soumaré

The Journal of Fixed Income Summer 2006, 16 (1) 55-64; DOI: https://doi.org/10.3905/jfi.2006.640277
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Models of Conditional Variance for Bond Prices
Naren Pappu, S. Lakshmivarahan and Duane R. Stock

The Journal of Fixed Income Summer 2006, 16 (1) 65-70; DOI: https://doi.org/10.3905/jfi.2006.640278
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Explaining the Correlation Smile Using Variance Gamma Distributions
Thomas Moobrucker

The Journal of Fixed Income Summer 2006, 16 (1) 71-87; DOI: https://doi.org/10.3905/jfi.2006.640279