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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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

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Table of Contents

Spring 1994; Volume 3,Issue 4
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Ames, Chris

    1. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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. You have access
      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
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The Journal of Fixed Income
Vol. 3, Issue 4
Spring 1994
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