Table of Contents
Summer 1996; Volume 6,Issue 1
A
Au, Kelly
- You have accessMaximum Potential Change of a PortfolioKelly Au and Volf FrishlingThe Journal of Fixed Income Summer 1996, 6 (1) 92-95; DOI: https://doi.org/10.3905/jfi.1996.408167
B
Baz, Jamil
- You have accessAnalytical Approximations of the Term Structure for Jump-Diffusion ProcessesJamil Baz and Sanjiv Ranjan DasThe Journal of Fixed Income Summer 1996, 6 (1) 78-86; DOI: https://doi.org/10.3905/jfi.1996.408164
Blake, David
- You have accessA Closed-Form Formula for Calculating Bond ConvexityDavid Blake and J. Michael OrszagThe Journal of Fixed Income Summer 1996, 6 (1) 88-91; DOI: https://doi.org/10.3905/jfi.1996.408163
D
Das, Sanjiv Ranjan
- You have accessAnalytical Approximations of the Term Structure for Jump-Diffusion ProcessesJamil Baz and Sanjiv Ranjan DasThe Journal of Fixed Income Summer 1996, 6 (1) 78-86; DOI: https://doi.org/10.3905/jfi.1996.408164
E
Erb, Claude B.
- You have accessThe Influence of Political, Economic, and Financial Risk on Expected Fixed-Income ReturnsClaude B. Erb, Campbell R. Harvey and Tadas E. ViskantaThe Journal of Fixed Income Summer 1996, 6 (1) 7-30; DOI: https://doi.org/10.3905/jfi.1996.408169
F
Falkenstein, Eric
- You have accessMinimizing Basis Risk from Non-Parallel Shifts in the Yield CurveEric Falkenstein and Jerry HanweckThe Journal of Fixed Income Summer 1996, 6 (1) 60-68; DOI: https://doi.org/10.3905/jfi.1996.408168
Fridson, Martin S.
- You have accessForecasting Default Rates on High-Yield BondsJón G. Jónsson and Martin S. FridsonThe Journal of Fixed Income Summer 1996, 6 (1) 69-77; DOI: https://doi.org/10.3905/jfi.1996.408166
Frishling, Volf
- You have accessMaximum Potential Change of a PortfolioKelly Au and Volf FrishlingThe Journal of Fixed Income Summer 1996, 6 (1) 92-95; DOI: https://doi.org/10.3905/jfi.1996.408167
G
Gonçalves, Franklin De O.
- You have accessEstimating the Term Structure of Volatility and Fixeip-Income Derivative PricingFranklin De O. Gonçalves and João Victor IsslerThe Journal of Fixed Income Summer 1996, 6 (1) 32-39; DOI: https://doi.org/10.3905/jfi.1996.408165
H
Hanweck, Jerry
- You have accessMinimizing Basis Risk from Non-Parallel Shifts in the Yield CurveEric Falkenstein and Jerry HanweckThe Journal of Fixed Income Summer 1996, 6 (1) 60-68; DOI: https://doi.org/10.3905/jfi.1996.408168
Harvey, Campbell R.
- You have accessThe Influence of Political, Economic, and Financial Risk on Expected Fixed-Income ReturnsClaude B. Erb, Campbell R. Harvey and Tadas E. ViskantaThe Journal of Fixed Income Summer 1996, 6 (1) 7-30; DOI: https://doi.org/10.3905/jfi.1996.408169
I
Issler, João Victor
- You have accessEstimating the Term Structure of Volatility and Fixeip-Income Derivative PricingFranklin De O. Gonçalves and João Victor IsslerThe Journal of Fixed Income Summer 1996, 6 (1) 32-39; DOI: https://doi.org/10.3905/jfi.1996.408165
J
Jónsson, Jón G.
- You have accessForecasting Default Rates on High-Yield BondsJón G. Jónsson and Martin S. FridsonThe Journal of Fixed Income Summer 1996, 6 (1) 69-77; DOI: https://doi.org/10.3905/jfi.1996.408166
M
Michael Orszag, J.
- You have accessA Closed-Form Formula for Calculating Bond ConvexityDavid Blake and J. Michael OrszagThe Journal of Fixed Income Summer 1996, 6 (1) 88-91; DOI: https://doi.org/10.3905/jfi.1996.408163
V
Viskanta, Tadas E.
- You have accessThe Influence of Political, Economic, and Financial Risk on Expected Fixed-Income ReturnsClaude B. Erb, Campbell R. Harvey and Tadas E. ViskantaThe Journal of Fixed Income Summer 1996, 6 (1) 7-30; DOI: https://doi.org/10.3905/jfi.1996.408169
W
Wagner, Herbert S.
- You have accessThe Pricing of Bonds in Bankruptcy and Financial RestructuringHerbert S. WagnerThe Journal of Fixed Income Summer 1996, 6 (1) 40-47; DOI: https://doi.org/10.3905/jfi.1996.408170
Willner, Ram
- You have accessA New Tool for Portfolio ManagersRam WillnerThe Journal of Fixed Income Summer 1996, 6 (1) 48-59; DOI: https://doi.org/10.3905/jfi.1996.408171