Index by author

Fall 1996; Volume 6,Issue 2

B

  1. Bierwag, Gerald O.

    1. The Ho-Lee Binomial Stochastic Process and Duration
      Gerald O. Bierwag
      The Journal of Fixed Income Fall 1996, 6 (2) 76-87; DOI: https://doi.org/10.3905/jfi.1996.408178

  2. Bjerksund, Petter

    1. Implementation of the Black-Derman-Toy Interest Rate Model
      Petter Bjerksund and Gunnar Stensland
      The Journal of Fixed Income Fall 1996, 6 (2) 67-75; DOI: https://doi.org/10.3905/jfi.1996.408176

  3. Buckle, Mike

    1. The Intraday Behavior of European Bond Futures
      Owain AP Gwilym, Mike Buckle, Tim Foord and Stephen H Thomas
      The Journal of Fixed Income Fall 1996, 6 (2) 49-66; DOI: https://doi.org/10.3905/jfi.1996.408179

C

  1. Chance, Don M.

    1. Duration, Convexity, and Time as Components of Bond Returns
      Don M. Chance and James V. Jordan
      The Journal of Fixed Income Fall 1996, 6 (2) 88-96; DOI: https://doi.org/10.3905/jfi.1996.408173

F

  1. Foord, Tim

    1. The Intraday Behavior of European Bond Futures
      Owain AP Gwilym, Mike Buckle, Tim Foord and Stephen H Thomas
      The Journal of Fixed Income Fall 1996, 6 (2) 49-66; DOI: https://doi.org/10.3905/jfi.1996.408179

  2. Frishling, Volf

    1. Fitting a Smooth Forward Rate Curve to Coupon Instruments
      Volf Frishling and Junko Yamamura
      The Journal of Fixed Income Fall 1996, 6 (2) 97-103; DOI: https://doi.org/10.3905/jfi.1996.408174

  3. Fung, William

    1. Global Yield Curve Event Risks
      William Fung and David A. Hsieh
      The Journal of Fixed Income Fall 1996, 6 (2) 37-48; DOI: https://doi.org/10.3905/jfi.1996.408175

G

  1. Gwilym, Owain AP

    1. The Intraday Behavior of European Bond Futures
      Owain AP Gwilym, Mike Buckle, Tim Foord and Stephen H Thomas
      The Journal of Fixed Income Fall 1996, 6 (2) 49-66; DOI: https://doi.org/10.3905/jfi.1996.408179

H

  1. Hsieh, David A.

    1. Global Yield Curve Event Risks
      William Fung and David A. Hsieh
      The Journal of Fixed Income Fall 1996, 6 (2) 37-48; DOI: https://doi.org/10.3905/jfi.1996.408175

I

  1. Ilmanen, Antti

    1. Market Rate Expectations and Forward Rates
      Antti Ilmanen
      The Journal of Fixed Income Fall 1996, 6 (2) 8-22; DOI: https://doi.org/10.3905/jfi.1996.408177
    2. Does Duration Extensions Enhance Long-Term Expected Returns?
      Antti Ilmanen
      The Journal of Fixed Income Fall 1996, 6 (2) 23-36; DOI: https://doi.org/10.3905/jfi.1996.408172

J

  1. Jordan, James V.

    1. Duration, Convexity, and Time as Components of Bond Returns
      Don M. Chance and James V. Jordan
      The Journal of Fixed Income Fall 1996, 6 (2) 88-96; DOI: https://doi.org/10.3905/jfi.1996.408173

S

  1. Stensland, Gunnar

    1. Implementation of the Black-Derman-Toy Interest Rate Model
      Petter Bjerksund and Gunnar Stensland
      The Journal of Fixed Income Fall 1996, 6 (2) 67-75; DOI: https://doi.org/10.3905/jfi.1996.408176

T

  1. Thomas, Stephen H

    1. The Intraday Behavior of European Bond Futures
      Owain AP Gwilym, Mike Buckle, Tim Foord and Stephen H Thomas
      The Journal of Fixed Income Fall 1996, 6 (2) 49-66; DOI: https://doi.org/10.3905/jfi.1996.408179

Y

  1. Yamamura, Junko

    1. Fitting a Smooth Forward Rate Curve to Coupon Instruments
      Volf Frishling and Junko Yamamura
      The Journal of Fixed Income Fall 1996, 6 (2) 97-103; DOI: https://doi.org/10.3905/jfi.1996.408174
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The Journal of Fixed Income
Vol. 6, Issue 2
Fall 1996
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