Table of Contents

Spring 2009; Volume 18,Issue 4

B

  1. Baba, Naohiko

    1. 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

  2. Bhansali, Vineer

    1. 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

C

  1. Chua, Choong Tze

    1. 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

D

  1. Drobetz, Wolfgang

    1. 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

F

  1. Füss, Roland

    1. 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

K

  1. Kim, Jinyong

    1. 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

  2. Kon, Stanley J

    1. 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

O

  1. Ozeki, Takaaki

    1. 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

R

  1. Ramaswamy, Krishna

    1. 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

S

  1. Schwarzkopf, Yonathan

    1. 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

  2. Stein, Michael

    1. 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

  3. Stine, Robert A

    1. 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

U

  1. Umezawa, Yuji

    1. 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

W

  1. Wise, Mark B

    1. 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

Y

  1. Yamazaki, Akira

    1. 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

  2. Yoshikawa, Daisuke

    1. 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
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The Journal of Fixed Income
Vol. 18, Issue 4
Spring 2009
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