Table of Contents
Spring 1994; Volume 3,Issue 4
A
Ames, Chris
- You have accessIntroduction to Non-Agency Fixed-Rate Residential MBSJohn F. Tierney, David Quint and Chris AmesThe Journal of Fixed Income Spring 1994, 3 (4) 26-48; DOI: https://doi.org/10.3905/jfi.1994.408099
B
Bader, Lawrence N.
- You have accessStatistical DurationMartin L. Leibowitz, Stanley Kogelman and Lawrence N. BaderThe Journal of Fixed Income Spring 1994, 3 (4) 49-60; DOI: https://doi.org/10.3905/jfi.1994.408100
Brown, Keith C.
- You have accessAn Empirical Analysis of Interest Rate Swap SpreadsKeith C. Brown, W.V. Harlow and Donald J. SmithThe Journal of Fixed Income Spring 1994, 3 (4) 61-78; DOI: https://doi.org/10.3905/jfi.1994.408095
C
Clewlow, Les
- You have accessA Note on Parameter Estimation in the Two Factor Longstaff and Schwartz Interest Rate ModelLes Clewlow and Chris StricklandThe Journal of Fixed Income Spring 1994, 3 (4) 95-100; DOI: https://doi.org/10.3905/jfi.1994.408093
G
Ghosh, Asim
- You have accessIntertemporal Causality Between GNMA and T-bond Futures PricesAsim Ghosh and Keith JohnsonThe Journal of Fixed Income Spring 1994, 3 (4) 90-94; DOI: https://doi.org/10.3905/jfi.1994.408098
H
Harlow, W.V.
- You have accessAn Empirical Analysis of Interest Rate Swap SpreadsKeith C. Brown, W.V. Harlow and Donald J. SmithThe Journal of Fixed Income Spring 1994, 3 (4) 61-78; DOI: https://doi.org/10.3905/jfi.1994.408095
J
Johnson, Keith
- You have accessIntertemporal Causality Between GNMA and T-bond Futures PricesAsim Ghosh and Keith JohnsonThe Journal of Fixed Income Spring 1994, 3 (4) 90-94; DOI: https://doi.org/10.3905/jfi.1994.408098
K
Kogelman, Stanley
- You have accessStatistical DurationMartin L. Leibowitz, Stanley Kogelman and Lawrence N. BaderThe Journal of Fixed Income Spring 1994, 3 (4) 49-60; DOI: https://doi.org/10.3905/jfi.1994.408100
L
Leibowitz, Martin L.
- You have accessStatistical DurationMartin L. Leibowitz, Stanley Kogelman and Lawrence N. BaderThe Journal of Fixed Income Spring 1994, 3 (4) 49-60; DOI: https://doi.org/10.3905/jfi.1994.408100
Longstaff, Francis A.
- You have accessComments on “A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model”Francis A. Longstaff and Eduardo S. SchwartzThe Journal of Fixed Income Spring 1994, 3 (4) 101-102; DOI: https://doi.org/10.3905/jfi.1994.408096
Q
Quint, David
- You have accessIntroduction to Non-Agency Fixed-Rate Residential MBSJohn F. Tierney, David Quint and Chris AmesThe Journal of Fixed Income Spring 1994, 3 (4) 26-48; DOI: https://doi.org/10.3905/jfi.1994.408099
R
Reilly, Frank K.
- You have accessAn Analysis of High-Yield Bond BenchmarksFrank K. Reilly and David J. WrightThe Journal of Fixed Income Spring 1994, 3 (4) 6-25; DOI: https://doi.org/10.3905/jfi.1994.408094
S
Schwartz, Eduardo S.
- You have accessComments on “A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model”Francis A. Longstaff and Eduardo S. SchwartzThe Journal of Fixed Income Spring 1994, 3 (4) 101-102; DOI: https://doi.org/10.3905/jfi.1994.408096
Shane, Hilary
- You have accessComovements of Low-Grade Debt and Equity Returns of Highly Leveraged FirmsHilary ShaneThe Journal of Fixed Income Spring 1994, 3 (4) 79-89; DOI: https://doi.org/10.3905/jfi.1994.408097
Smith, Donald J.
- You have accessAn Empirical Analysis of Interest Rate Swap SpreadsKeith C. Brown, W.V. Harlow and Donald J. SmithThe Journal of Fixed Income Spring 1994, 3 (4) 61-78; DOI: https://doi.org/10.3905/jfi.1994.408095
Strickland, Chris
- You have accessA Note on Parameter Estimation in the Two Factor Longstaff and Schwartz Interest Rate ModelLes Clewlow and Chris StricklandThe Journal of Fixed Income Spring 1994, 3 (4) 95-100; DOI: https://doi.org/10.3905/jfi.1994.408093
T
Tierney, John F.
- You have accessIntroduction to Non-Agency Fixed-Rate Residential MBSJohn F. Tierney, David Quint and Chris AmesThe Journal of Fixed Income Spring 1994, 3 (4) 26-48; DOI: https://doi.org/10.3905/jfi.1994.408099
W
Wright, David J.
- You have accessAn Analysis of High-Yield Bond BenchmarksFrank K. Reilly and David J. WrightThe Journal of Fixed Income Spring 1994, 3 (4) 6-25; DOI: https://doi.org/10.3905/jfi.1994.408094