Index by author

Spring 2008; Volume 17,Issue 4

B

  1. Bhar, Ramaprasad

    1. Is Jump Risk in iTraxx Sector Indices Diversifiable?
      Ramaprasad Bhar and Peipei Wang
      The Journal of Fixed Income Spring 2008, 17 (4) 42-56; DOI: https://doi.org/10.3905/jfi.2008.705541

C

  1. Chen, Jiakai (David)

    1. Modeling of Mortgage Defaults
      Lakhbir S. Hayre, Manish Saraf, Robert Young and Jiakai (David) Chen
      The Journal of Fixed Income Spring 2008, 17 (4) 6-30; DOI: https://doi.org/10.3905/jfi.2008.705539

D

  1. Domian, Dale L.

    1. Returns-Based Style Analysis of High-Yield Bonds
      Dale L. Domian and William R Reichenstein
      The Journal of Fixed Income Spring 2008, 17 (4) 72-87; DOI: https://doi.org/10.3905/jfi.2008.705543

  2. Durham, J. Benson

    1. Implied Interest Rate Skew, Term Premiums, and the “Conundrum”
      J. Benson Durham
      The Journal of Fixed Income Spring 2008, 17 (4) 88-99; DOI: https://doi.org/10.3905/jfi.2008.705544

H

  1. Hayre, Lakhbir S.

    1. Modeling of Mortgage Defaults
      Lakhbir S. Hayre, Manish Saraf, Robert Young and Jiakai (David) Chen
      The Journal of Fixed Income Spring 2008, 17 (4) 6-30; DOI: https://doi.org/10.3905/jfi.2008.705539

J

  1. Jarrow, Robert A.

    1. Synthetic CDO Equity
      Robert A. Jarrow and Donald R. Van Deventer
      The Journal of Fixed Income Spring 2008, 17 (4) 31-41; DOI: https://doi.org/10.3905/jfi.2008.705540

R

  1. Reichenstein, William R

    1. Returns-Based Style Analysis of High-Yield Bonds
      Dale L. Domian and William R Reichenstein
      The Journal of Fixed Income Spring 2008, 17 (4) 72-87; DOI: https://doi.org/10.3905/jfi.2008.705543

  2. Remolona, Eli M

    1. The Dynamic Pricing of Sovereign Risk in Emerging Markets
      Eli M Remolona, Michela Scatigna and Eliza Wu
      The Journal of Fixed Income Spring 2008, 17 (4) 57-71; DOI: https://doi.org/10.3905/jfi.2008.705542

S

  1. Saraf, Manish

    1. Modeling of Mortgage Defaults
      Lakhbir S. Hayre, Manish Saraf, Robert Young and Jiakai (David) Chen
      The Journal of Fixed Income Spring 2008, 17 (4) 6-30; DOI: https://doi.org/10.3905/jfi.2008.705539

  2. Scatigna, Michela

    1. The Dynamic Pricing of Sovereign Risk in Emerging Markets
      Eli M Remolona, Michela Scatigna and Eliza Wu
      The Journal of Fixed Income Spring 2008, 17 (4) 57-71; DOI: https://doi.org/10.3905/jfi.2008.705542

V

  1. Van Deventer, Donald R.

    1. Synthetic CDO Equity
      Robert A. Jarrow and Donald R. Van Deventer
      The Journal of Fixed Income Spring 2008, 17 (4) 31-41; DOI: https://doi.org/10.3905/jfi.2008.705540

W

  1. Wang, Peipei

    1. Is Jump Risk in iTraxx Sector Indices Diversifiable?
      Ramaprasad Bhar and Peipei Wang
      The Journal of Fixed Income Spring 2008, 17 (4) 42-56; DOI: https://doi.org/10.3905/jfi.2008.705541

  2. Wu, Eliza

    1. The Dynamic Pricing of Sovereign Risk in Emerging Markets
      Eli M Remolona, Michela Scatigna and Eliza Wu
      The Journal of Fixed Income Spring 2008, 17 (4) 57-71; DOI: https://doi.org/10.3905/jfi.2008.705542

Y

  1. Young, Robert

    1. Modeling of Mortgage Defaults
      Lakhbir S. Hayre, Manish Saraf, Robert Young and Jiakai (David) Chen
      The Journal of Fixed Income Spring 2008, 17 (4) 6-30; DOI: https://doi.org/10.3905/jfi.2008.705539
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The Journal of Fixed Income
Vol. 17, Issue 4
Spring 2008
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