Table of Contents

Winter 2009; Volume 18,Issue 3

D

  1. Domian, Dale L.

    1. Returns-Based Style Analysis of Convertible Bond Funds
      Dale L. Domian and William R Reichenstein
      The Journal of Fixed Income Winter 2009, 18 (3) 52-64; DOI: https://doi.org/10.3905/JFI.2009.18.3.052

  2. Dorigan, Michael P.

    1. What Makes the Municipal Yield Curve Rise?
      Andrew J. Kalotay and Michael P. Dorigan
      The Journal of Fixed Income Winter 2009, 18 (3) 65-71; DOI: https://doi.org/10.3905/JFI.2009.18.3.065

G

  1. Greatrex, Caitlin Ann

    1. Credit Default Swap Market Determinants
      Caitlin Ann Greatrex
      The Journal of Fixed Income Winter 2009, 18 (3) 18-32; DOI: https://doi.org/10.3905/JFI.2009.18.3.018

  2. Gwilym, Owain ap

    1. Volatility Transmission Among the CDS, Equity, and Bond Markets
      Lei Meng, Owain ap Gwilym and José Varas
      The Journal of Fixed Income Winter 2009, 18 (3) 33-46; DOI: https://doi.org/10.3905/JFI.2009.18.3.033

H

  1. Ho, Thomas S.Y

    1. A Unified Credit and Interest Rate Arbitrage-Free Contingent Claim Model
      Thomas S.Y Ho and Sang Bin Lee
      The Journal of Fixed Income Winter 2009, 18 (3) 5-17; DOI: https://doi.org/10.3905/JFI.2009.18.3.005

K

  1. Kalotay, Andrew J.

    1. What Makes the Municipal Yield Curve Rise?
      Andrew J. Kalotay and Michael P. Dorigan
      The Journal of Fixed Income Winter 2009, 18 (3) 65-71; DOI: https://doi.org/10.3905/JFI.2009.18.3.065

  2. Kon, Stanley J

    1. Open Access
      Editor's Letter
      Stanley J Kon
      The Journal of Fixed Income Winter 2009, 18 (3) 2; DOI: https://doi.org/10.3905/JFI.2009.18.3.002

L

  1. Lee, Sang Bin

    1. A Unified Credit and Interest Rate Arbitrage-Free Contingent Claim Model
      Thomas S.Y Ho and Sang Bin Lee
      The Journal of Fixed Income Winter 2009, 18 (3) 5-17; DOI: https://doi.org/10.3905/JFI.2009.18.3.005

M

  1. Meng, Lei

    1. Volatility Transmission Among the CDS, Equity, and Bond Markets
      Lei Meng, Owain ap Gwilym and José Varas
      The Journal of Fixed Income Winter 2009, 18 (3) 33-46; DOI: https://doi.org/10.3905/JFI.2009.18.3.033

P

  1. Pouyan, Mashayekh-Ahangarani

    1. The Structural Change in Mortgage–Treasury Spreads during the Credit Crunch
      Mashayekh-Ahangarani Pouyan
      The Journal of Fixed Income Winter 2009, 18 (3) 47-51; DOI: https://doi.org/10.3905/JFI.2009.18.3.047

R

  1. Reichenstein, William R

    1. Returns-Based Style Analysis of Convertible Bond Funds
      Dale L. Domian and William R Reichenstein
      The Journal of Fixed Income Winter 2009, 18 (3) 52-64; DOI: https://doi.org/10.3905/JFI.2009.18.3.052

V

  1. Varas, José

    1. Volatility Transmission Among the CDS, Equity, and Bond Markets
      Lei Meng, Owain ap Gwilym and José Varas
      The Journal of Fixed Income Winter 2009, 18 (3) 33-46; DOI: https://doi.org/10.3905/JFI.2009.18.3.033
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The Journal of Fixed Income
Vol. 18, Issue 3
Winter 2009
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