The Journal of Fixed Income

Index by author

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

In this issue

Sign up for alerts