Index by author
Fall 1996; Volume 6,Issue 2
B
Bierwag, Gerald O.
- You have accessThe Ho-Lee Binomial Stochastic Process and DurationGerald O. BierwagThe Journal of Fixed Income Fall 1996, 6 (2) 76-87; DOI: https://doi.org/10.3905/jfi.1996.408178
Bjerksund, Petter
- You have accessImplementation of the Black-Derman-Toy Interest Rate ModelPetter Bjerksund and Gunnar StenslandThe Journal of Fixed Income Fall 1996, 6 (2) 67-75; DOI: https://doi.org/10.3905/jfi.1996.408176
Buckle, Mike
- You have accessThe Intraday Behavior of European Bond FuturesOwain AP Gwilym, Mike Buckle, Tim Foord and Stephen H ThomasThe Journal of Fixed Income Fall 1996, 6 (2) 49-66; DOI: https://doi.org/10.3905/jfi.1996.408179
C
Chance, Don M.
- You have accessDuration, Convexity, and Time as Components of Bond ReturnsDon M. Chance and James V. JordanThe Journal of Fixed Income Fall 1996, 6 (2) 88-96; DOI: https://doi.org/10.3905/jfi.1996.408173
F
Foord, Tim
- You have accessThe Intraday Behavior of European Bond FuturesOwain AP Gwilym, Mike Buckle, Tim Foord and Stephen H ThomasThe Journal of Fixed Income Fall 1996, 6 (2) 49-66; DOI: https://doi.org/10.3905/jfi.1996.408179
Frishling, Volf
- You have accessFitting a Smooth Forward Rate Curve to Coupon InstrumentsVolf Frishling and Junko YamamuraThe Journal of Fixed Income Fall 1996, 6 (2) 97-103; DOI: https://doi.org/10.3905/jfi.1996.408174
Fung, William
- You have accessGlobal Yield Curve Event RisksWilliam Fung and David A. HsiehThe Journal of Fixed Income Fall 1996, 6 (2) 37-48; DOI: https://doi.org/10.3905/jfi.1996.408175
G
Gwilym, Owain AP
- You have accessThe Intraday Behavior of European Bond FuturesOwain AP Gwilym, Mike Buckle, Tim Foord and Stephen H ThomasThe Journal of Fixed Income Fall 1996, 6 (2) 49-66; DOI: https://doi.org/10.3905/jfi.1996.408179
H
Hsieh, David A.
- You have accessGlobal Yield Curve Event RisksWilliam Fung and David A. HsiehThe Journal of Fixed Income Fall 1996, 6 (2) 37-48; DOI: https://doi.org/10.3905/jfi.1996.408175
I
Ilmanen, Antti
- You have accessMarket Rate Expectations and Forward RatesAntti IlmanenThe Journal of Fixed Income Fall 1996, 6 (2) 8-22; DOI: https://doi.org/10.3905/jfi.1996.408177
- You have accessDoes Duration Extensions Enhance Long-Term Expected Returns?Antti IlmanenThe Journal of Fixed Income Fall 1996, 6 (2) 23-36; DOI: https://doi.org/10.3905/jfi.1996.408172
J
Jordan, James V.
- You have accessDuration, Convexity, and Time as Components of Bond ReturnsDon M. Chance and James V. JordanThe Journal of Fixed Income Fall 1996, 6 (2) 88-96; DOI: https://doi.org/10.3905/jfi.1996.408173
S
Stensland, Gunnar
- You have accessImplementation of the Black-Derman-Toy Interest Rate ModelPetter Bjerksund and Gunnar StenslandThe Journal of Fixed Income Fall 1996, 6 (2) 67-75; DOI: https://doi.org/10.3905/jfi.1996.408176
T
Thomas, Stephen H
- You have accessThe Intraday Behavior of European Bond FuturesOwain AP Gwilym, Mike Buckle, Tim Foord and Stephen H ThomasThe Journal of Fixed Income Fall 1996, 6 (2) 49-66; DOI: https://doi.org/10.3905/jfi.1996.408179
Y
Yamamura, Junko
- You have accessFitting a Smooth Forward Rate Curve to Coupon InstrumentsVolf Frishling and Junko YamamuraThe Journal of Fixed Income Fall 1996, 6 (2) 97-103; DOI: https://doi.org/10.3905/jfi.1996.408174