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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

Summer 2006; Volume 16,Issue 1

Editorial

  • 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

primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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

Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Fixed Income
Vol. 16, Issue 1
Summer 2006
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