Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

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

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Summer 1994; Volume 4,Issue 1

Primary Article

  • You have access
    Credit Loss Distributions and Required Capital For Derivatives Portfolios
    Ben Iben and Rupert Brotherton-Ratcliffe
    The Journal of Fixed Income Summer 1994, 4 (1) 6-14; DOI: https://doi.org/10.3905/jfi.1994.408101
  • You have access
    Prepayments on Sba-Backed Securities
    Willlam Brodie
    The Journal of Fixed Income Summer 1994, 4 (1) 15-26; DOI: https://doi.org/10.3905/jfi.1994.408105
  • You have access
    Measuring Changes in Corporate Credit Quality
    Lea V. Carty and Jerome S. Fons
    The Journal of Fixed Income Summer 1994, 4 (1) 27-41; DOI: https://doi.org/10.3905/jfi.1994.408104
  • You have access
    The Double-B Private Placement Market
    Patrick J. Corcoran
    The Journal of Fixed Income Summer 1994, 4 (1) 42-51; DOI: https://doi.org/10.3905/jfi.1994.408107
  • You have access
    Fitting Yield Curves and Forward Rate Curves With Maximum Smoothness
    Kenneth J. Adams and Donald R. Van Deventer
    The Journal of Fixed Income Summer 1994, 4 (1) 52-62; DOI: https://doi.org/10.3905/jfi.1994.408102
  • You have access
    Spread Versus Treasuries as a Market-Timing Tool for High-Yield Investors
    Martin S. Fridson and Jeffrey A. Bersh
    The Journal of Fixed Income Summer 1994, 4 (1) 63-69; DOI: https://doi.org/10.3905/jfi.1994.408106
  • You have access
    The Value Of Duration As A Risk Measure for Corporate Debt
    Antti Ilmanen, Donald McGuire and Arthur D Warga
    The Journal of Fixed Income Summer 1994, 4 (1) 70-76; DOI: https://doi.org/10.3905/jfi.1994.408108
  • You have access
    Labor Cost Per Unit Of Output In Manufacturing
    Edward F Renshaw
    The Journal of Fixed Income Summer 1994, 4 (1) 77-79; DOI: https://doi.org/10.3905/jfi.1994.408103
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Fixed Income
Vol. 4, Issue 1
Summer 1994
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies