Table of Contents

Spring 1994; Volume 3,Issue 4

A

  1. Ames, Chris

    1. Introduction to Non-Agency Fixed-Rate Residential MBS
      John F. Tierney, David Quint and Chris Ames
      The Journal of Fixed Income Spring 1994, 3 (4) 26-48; DOI: https://doi.org/10.3905/jfi.1994.408099

B

  1. Bader, Lawrence N.

    1. Statistical Duration
      Martin L. Leibowitz, Stanley Kogelman and Lawrence N. Bader
      The Journal of Fixed Income Spring 1994, 3 (4) 49-60; DOI: https://doi.org/10.3905/jfi.1994.408100

  2. Brown, Keith C.

    1. An Empirical Analysis of Interest Rate Swap Spreads
      Keith C. Brown, W.V. Harlow and Donald J. Smith
      The Journal of Fixed Income Spring 1994, 3 (4) 61-78; DOI: https://doi.org/10.3905/jfi.1994.408095

C

  1. Clewlow, Les

    1. A Note on Parameter Estimation in the Two Factor Longstaff and Schwartz Interest Rate Model
      Les Clewlow and Chris Strickland
      The Journal of Fixed Income Spring 1994, 3 (4) 95-100; DOI: https://doi.org/10.3905/jfi.1994.408093

G

  1. Ghosh, Asim

    1. Intertemporal Causality Between GNMA and T-bond Futures Prices
      Asim Ghosh and Keith Johnson
      The Journal of Fixed Income Spring 1994, 3 (4) 90-94; DOI: https://doi.org/10.3905/jfi.1994.408098

H

  1. Harlow, W.V.

    1. An Empirical Analysis of Interest Rate Swap Spreads
      Keith C. Brown, W.V. Harlow and Donald J. Smith
      The Journal of Fixed Income Spring 1994, 3 (4) 61-78; DOI: https://doi.org/10.3905/jfi.1994.408095

J

  1. Johnson, Keith

    1. Intertemporal Causality Between GNMA and T-bond Futures Prices
      Asim Ghosh and Keith Johnson
      The Journal of Fixed Income Spring 1994, 3 (4) 90-94; DOI: https://doi.org/10.3905/jfi.1994.408098

K

  1. Kogelman, Stanley

    1. Statistical Duration
      Martin L. Leibowitz, Stanley Kogelman and Lawrence N. Bader
      The Journal of Fixed Income Spring 1994, 3 (4) 49-60; DOI: https://doi.org/10.3905/jfi.1994.408100

L

  1. Leibowitz, Martin L.

    1. Statistical Duration
      Martin L. Leibowitz, Stanley Kogelman and Lawrence N. Bader
      The Journal of Fixed Income Spring 1994, 3 (4) 49-60; DOI: https://doi.org/10.3905/jfi.1994.408100

  2. Longstaff, Francis A.

    1. Comments on “A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model”
      Francis A. Longstaff and Eduardo S. Schwartz
      The Journal of Fixed Income Spring 1994, 3 (4) 101-102; DOI: https://doi.org/10.3905/jfi.1994.408096

Q

  1. Quint, David

    1. Introduction to Non-Agency Fixed-Rate Residential MBS
      John F. Tierney, David Quint and Chris Ames
      The Journal of Fixed Income Spring 1994, 3 (4) 26-48; DOI: https://doi.org/10.3905/jfi.1994.408099

R

  1. Reilly, Frank K.

    1. An Analysis of High-Yield Bond Benchmarks
      Frank K. Reilly and David J. Wright
      The Journal of Fixed Income Spring 1994, 3 (4) 6-25; DOI: https://doi.org/10.3905/jfi.1994.408094

S

  1. Schwartz, Eduardo S.

    1. Comments on “A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model”
      Francis A. Longstaff and Eduardo S. Schwartz
      The Journal of Fixed Income Spring 1994, 3 (4) 101-102; DOI: https://doi.org/10.3905/jfi.1994.408096

  2. Shane, Hilary

    1. Comovements of Low-Grade Debt and Equity Returns of Highly Leveraged Firms
      Hilary Shane
      The Journal of Fixed Income Spring 1994, 3 (4) 79-89; DOI: https://doi.org/10.3905/jfi.1994.408097

  3. Smith, Donald J.

    1. An Empirical Analysis of Interest Rate Swap Spreads
      Keith C. Brown, W.V. Harlow and Donald J. Smith
      The Journal of Fixed Income Spring 1994, 3 (4) 61-78; DOI: https://doi.org/10.3905/jfi.1994.408095

  4. Strickland, Chris

    1. A Note on Parameter Estimation in the Two Factor Longstaff and Schwartz Interest Rate Model
      Les Clewlow and Chris Strickland
      The Journal of Fixed Income Spring 1994, 3 (4) 95-100; DOI: https://doi.org/10.3905/jfi.1994.408093

T

  1. Tierney, John F.

    1. Introduction to Non-Agency Fixed-Rate Residential MBS
      John F. Tierney, David Quint and Chris Ames
      The Journal of Fixed Income Spring 1994, 3 (4) 26-48; DOI: https://doi.org/10.3905/jfi.1994.408099

W

  1. Wright, David J.

    1. An Analysis of High-Yield Bond Benchmarks
      Frank K. Reilly and David J. Wright
      The Journal of Fixed Income Spring 1994, 3 (4) 6-25; DOI: https://doi.org/10.3905/jfi.1994.408094
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Fixed Income
Vol. 3, Issue 4
Spring 1994
Sign up for alerts