Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Spring 2009; Volume 18,Issue 4
  • Open Access
    Editor's Letter
    Stanley J Kon
    The Journal of Fixed Income Spring 2009, 18 (4) 1; DOI: https://doi.org/10.3905/JFI.2009.18.4.001
  • You have access
    Modeling Swap Spreads in Normal and Stressed Environments
    Vineer Bhansali, Yonathan Schwarzkopf and Mark B Wise
    The Journal of Fixed Income Spring 2009, 18 (4) 5-23; DOI: https://doi.org/10.3905/JFI.2009.18.4.005
  • You have access
    Dynamic Spillover of Money Market Turmoil from FX Swap to Cross-Currency Swap Markets: Evidence from the 2007–2008 Turmoil
    Naohiko Baba
    The Journal of Fixed Income Spring 2009, 18 (4) 24-38; DOI: https://doi.org/10.3905/JFI.2009.18.4.024
  • You have access
    An Empirical Investigation of MBS Liquidity Risk
    Jinyong Kim
    The Journal of Fixed Income Spring 2009, 18 (4) 39-46; DOI: https://doi.org/10.3905/JFI.2009.18.4.039
  • You have access
    Predicting Short-Term Eurodollar Futures
    Choong Tze Chua, Krishna Ramaswamy and Robert A Stine
    The Journal of Fixed Income Spring 2009, 18 (4) 47-61; DOI: https://doi.org/10.3905/JFI.2009.18.4.047
  • You have access
    Valuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBS
    Takaaki Ozeki, Yuji Umezawa, Akira Yamazaki and Daisuke Yoshikawa
    The Journal of Fixed Income Spring 2009, 18 (4) 62-77; DOI: https://doi.org/10.3905/JFI.2009.18.4.062
  • You have access
    Fixed-Income Portfolio Allocation Including Hedge Fund Strategies: A Copula Opinion Pooling Approach
    Michael Stein, Roland Füss and Wolfgang Drobetz
    The Journal of Fixed Income Spring 2009, 18 (4) 78-91; DOI: https://doi.org/10.3905/JFI.2009.18.4.078
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Fixed Income
Vol. 18, Issue 4
Spring 2009
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies