Table of Contents
Spring 2009; Volume 18,Issue 4
B
Baba, Naohiko
- You have accessDynamic Spillover of Money Market Turmoil from FX Swap to Cross-Currency Swap Markets: Evidence from the 2007–2008 TurmoilNaohiko BabaThe Journal of Fixed Income Spring 2009, 18 (4) 24-38; DOI: https://doi.org/10.3905/JFI.2009.18.4.024
Bhansali, Vineer
- You have accessModeling Swap Spreads in Normal and Stressed EnvironmentsVineer Bhansali, Yonathan Schwarzkopf and Mark B WiseThe Journal of Fixed Income Spring 2009, 18 (4) 5-23; DOI: https://doi.org/10.3905/JFI.2009.18.4.005
C
Chua, Choong Tze
- You have accessPredicting Short-Term Eurodollar FuturesChoong Tze Chua, Krishna Ramaswamy and Robert A StineThe Journal of Fixed Income Spring 2009, 18 (4) 47-61; DOI: https://doi.org/10.3905/JFI.2009.18.4.047
D
Drobetz, Wolfgang
- You have accessFixed-Income Portfolio Allocation Including Hedge Fund Strategies: A Copula Opinion Pooling ApproachMichael Stein, Roland Füss and Wolfgang DrobetzThe Journal of Fixed Income Spring 2009, 18 (4) 78-91; DOI: https://doi.org/10.3905/JFI.2009.18.4.078
F
Füss, Roland
- You have accessFixed-Income Portfolio Allocation Including Hedge Fund Strategies: A Copula Opinion Pooling ApproachMichael Stein, Roland Füss and Wolfgang DrobetzThe Journal of Fixed Income Spring 2009, 18 (4) 78-91; DOI: https://doi.org/10.3905/JFI.2009.18.4.078
K
Kim, Jinyong
- You have accessAn Empirical Investigation of MBS Liquidity RiskJinyong KimThe Journal of Fixed Income Spring 2009, 18 (4) 39-46; DOI: https://doi.org/10.3905/JFI.2009.18.4.039
Kon, Stanley J
- Open AccessEditor's LetterStanley J KonThe Journal of Fixed Income Spring 2009, 18 (4) 1; DOI: https://doi.org/10.3905/JFI.2009.18.4.001
O
Ozeki, Takaaki
- You have accessValuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBSTakaaki Ozeki, Yuji Umezawa, Akira Yamazaki and Daisuke YoshikawaThe Journal of Fixed Income Spring 2009, 18 (4) 62-77; DOI: https://doi.org/10.3905/JFI.2009.18.4.062
R
Ramaswamy, Krishna
- You have accessPredicting Short-Term Eurodollar FuturesChoong Tze Chua, Krishna Ramaswamy and Robert A StineThe Journal of Fixed Income Spring 2009, 18 (4) 47-61; DOI: https://doi.org/10.3905/JFI.2009.18.4.047
S
Schwarzkopf, Yonathan
- You have accessModeling Swap Spreads in Normal and Stressed EnvironmentsVineer Bhansali, Yonathan Schwarzkopf and Mark B WiseThe Journal of Fixed Income Spring 2009, 18 (4) 5-23; DOI: https://doi.org/10.3905/JFI.2009.18.4.005
Stein, Michael
- You have accessFixed-Income Portfolio Allocation Including Hedge Fund Strategies: A Copula Opinion Pooling ApproachMichael Stein, Roland Füss and Wolfgang DrobetzThe Journal of Fixed Income Spring 2009, 18 (4) 78-91; DOI: https://doi.org/10.3905/JFI.2009.18.4.078
Stine, Robert A
- You have accessPredicting Short-Term Eurodollar FuturesChoong Tze Chua, Krishna Ramaswamy and Robert A StineThe Journal of Fixed Income Spring 2009, 18 (4) 47-61; DOI: https://doi.org/10.3905/JFI.2009.18.4.047
U
Umezawa, Yuji
- You have accessValuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBSTakaaki Ozeki, Yuji Umezawa, Akira Yamazaki and Daisuke YoshikawaThe Journal of Fixed Income Spring 2009, 18 (4) 62-77; DOI: https://doi.org/10.3905/JFI.2009.18.4.062
W
Wise, Mark B
- You have accessModeling Swap Spreads in Normal and Stressed EnvironmentsVineer Bhansali, Yonathan Schwarzkopf and Mark B WiseThe Journal of Fixed Income Spring 2009, 18 (4) 5-23; DOI: https://doi.org/10.3905/JFI.2009.18.4.005
Y
Yamazaki, Akira
- You have accessValuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBSTakaaki Ozeki, Yuji Umezawa, Akira Yamazaki and Daisuke YoshikawaThe Journal of Fixed Income Spring 2009, 18 (4) 62-77; DOI: https://doi.org/10.3905/JFI.2009.18.4.062
Yoshikawa, Daisuke
- You have accessValuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBSTakaaki Ozeki, Yuji Umezawa, Akira Yamazaki and Daisuke YoshikawaThe Journal of Fixed Income Spring 2009, 18 (4) 62-77; DOI: https://doi.org/10.3905/JFI.2009.18.4.062