Index by author

Spring 1998; Volume 7,Issue 4

A

  1. Angbazo, Lazarus A.

    1. Mortgage Prepayment Float
      Lazarus A. Angbazo, John J. McConnell, Isaac F. Megbolugbe and Tyler T. Yang
      The Journal of Fixed Income Spring 1998, 7 (4) 83-93; DOI: https://doi.org/10.3905/jfi.1998.408225

B

  1. Bruand, Martin

    1. Pricing and Hedging Caps on the Swiss Index of Mortgage Rates
      Martin Bruand
      The Journal of Fixed Income Spring 1998, 7 (4) 94-111; DOI: https://doi.org/10.3905/jfi.1998.408226

D

  1. De Vassal, Vladimir

    1. Time and Seasonal Patterns in the Fixed-Income Markets
      Vladimir De Vassal
      The Journal of Fixed Income Spring 1998, 7 (4) 7-16; DOI: https://doi.org/10.3905/jfi.1998.408227

E

  1. Ellis, David M.

    1. Different Sides of the Same Story
      David M. Ellis
      The Journal of Fixed Income Spring 1998, 7 (4) 35-45; DOI: https://doi.org/10.3905/jfi.1998.408224

F

  1. Ferguson, Robert A

    1. A Comparative Analysis of Several Popular Term Structure Estimation Models
      Robert A Ferguson and Steven B Raymar
      The Journal of Fixed Income Spring 1998, 7 (4) 17-33; DOI: https://doi.org/10.3905/jfi.1998.408221

M

  1. McConnell, John J.

    1. Mortgage Prepayment Float
      Lazarus A. Angbazo, John J. McConnell, Isaac F. Megbolugbe and Tyler T. Yang
      The Journal of Fixed Income Spring 1998, 7 (4) 83-93; DOI: https://doi.org/10.3905/jfi.1998.408225

  2. Megbolugbe, Isaac F.

    1. Mortgage Prepayment Float
      Lazarus A. Angbazo, John J. McConnell, Isaac F. Megbolugbe and Tyler T. Yang
      The Journal of Fixed Income Spring 1998, 7 (4) 83-93; DOI: https://doi.org/10.3905/jfi.1998.408225

R

  1. Raymar, Steven B

    1. A Comparative Analysis of Several Popular Term Structure Estimation Models
      Robert A Ferguson and Steven B Raymar
      The Journal of Fixed Income Spring 1998, 7 (4) 17-33; DOI: https://doi.org/10.3905/jfi.1998.408221

S

  1. Scalia, Antonio

    1. Bidder Profitability Under Uniform Price Auctions and Systematic Reopenings
      Antonio Scalia
      The Journal of Fixed Income Spring 1998, 7 (4) 47-61; DOI: https://doi.org/10.3905/jfi.1998.408223

V

  1. Vetzal, Kenneth R.

    1. An Improved Finite Difference Approach to Fitting the Initial Term Structure
      Kenneth R. Vetzal
      The Journal of Fixed Income Spring 1998, 7 (4) 62-81; DOI: https://doi.org/10.3905/jfi.1998.408222

Y

  1. Yang, Tyler T.

    1. Mortgage Prepayment Float
      Lazarus A. Angbazo, John J. McConnell, Isaac F. Megbolugbe and Tyler T. Yang
      The Journal of Fixed Income Spring 1998, 7 (4) 83-93; DOI: https://doi.org/10.3905/jfi.1998.408225
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The Journal of Fixed Income
Vol. 7, Issue 4
Spring 1998
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