Index by author
Fall 1997; Volume 7,Issue 2
D
Deaves, Richard
- You have accessPredictable Excess Fixed-Income ReturnsRichard DeavesThe Journal of Fixed Income Fall 1997, 7 (2) 67-76; DOI: https://doi.org/10.3905/jfi.1997.408206
F
Fridson, Martin S.
- You have accessReal Interest Rates and the Default Rate on High-Yield BondsMartin S. Fridson, M. Christopher Garman and Sheng WuThe Journal of Fixed Income Fall 1997, 7 (2) 29-34; DOI: https://doi.org/10.3905/jfi.1997.408209
G
Garman, M. Christopher
- You have accessReal Interest Rates and the Default Rate on High-Yield BondsMartin S. Fridson, M. Christopher Garman and Sheng WuThe Journal of Fixed Income Fall 1997, 7 (2) 29-34; DOI: https://doi.org/10.3905/jfi.1997.408209
Goodman, Laurie S
- You have accessModeling the Mortgage-Treasury SpreadLaurie S Goodman and Jeffrey HoThe Journal of Fixed Income Fall 1997, 7 (2) 85-91; DOI: https://doi.org/10.3905/jfi.1997.408205
Gudikunst, Arthur
- You have accessHigh-Yield Bond Mutual FundsArthur Gudikunst and Joseph MccarthyThe Journal of Fixed Income Fall 1997, 7 (2) 35-46; DOI: https://doi.org/10.3905/jfi.1997.408204
Guo, Dajiang
- You have accessPricing Risky DebtDavid Guoming Wei and Dajiang GuoThe Journal of Fixed Income Fall 1997, 7 (2) 8-28; DOI: https://doi.org/10.3905/jfi.1997.408207
H
Hayre, Lakhbir S.
- You have accessRandom Error in Prepayment ProjectionsLakhbir S. HayreThe Journal of Fixed Income Fall 1997, 7 (2) 77-84; DOI: https://doi.org/10.3905/jfi.1997.408208
Ho, Jeffrey
- You have accessModeling the Mortgage-Treasury SpreadLaurie S Goodman and Jeffrey HoThe Journal of Fixed Income Fall 1997, 7 (2) 85-91; DOI: https://doi.org/10.3905/jfi.1997.408205
I
Ilmanen, Antti
- You have accessDynamics of the Shape of the Yield CurveAntti Ilmanen and Ray IwanowskiThe Journal of Fixed Income Fall 1997, 7 (2) 47-60; DOI: https://doi.org/10.3905/jfi.1997.408203
Iwanowski, Ray
- You have accessDynamics of the Shape of the Yield CurveAntti Ilmanen and Ray IwanowskiThe Journal of Fixed Income Fall 1997, 7 (2) 47-60; DOI: https://doi.org/10.3905/jfi.1997.408203
J
Jewell, Jeff
- You have accessThe Long-Run Performance of Firms Issuing BondsJeff Jewell and Miles B LivingstonThe Journal of Fixed Income Fall 1997, 7 (2) 61-66; DOI: https://doi.org/10.3905/jfi.1997.408211
L
Livingston, Miles B
- You have accessThe Long-Run Performance of Firms Issuing BondsJeff Jewell and Miles B LivingstonThe Journal of Fixed Income Fall 1997, 7 (2) 61-66; DOI: https://doi.org/10.3905/jfi.1997.408211
M
Mccarthy, Joseph
- You have accessHigh-Yield Bond Mutual FundsArthur Gudikunst and Joseph MccarthyThe Journal of Fixed Income Fall 1997, 7 (2) 35-46; DOI: https://doi.org/10.3905/jfi.1997.408204
O
Oldfield, George S.
- You have accessThe Economics of Structured FinanceGeorge S. OldfieldThe Journal of Fixed Income Fall 1997, 7 (2) 92-99; DOI: https://doi.org/10.3905/jfi.1997.408210
W
Wei, David Guoming
- You have accessPricing Risky DebtDavid Guoming Wei and Dajiang GuoThe Journal of Fixed Income Fall 1997, 7 (2) 8-28; DOI: https://doi.org/10.3905/jfi.1997.408207
Wu, Sheng
- You have accessReal Interest Rates and the Default Rate on High-Yield BondsMartin S. Fridson, M. Christopher Garman and Sheng WuThe Journal of Fixed Income Fall 1997, 7 (2) 29-34; DOI: https://doi.org/10.3905/jfi.1997.408209