Index by author
Winter 1998; Volume 8,Issue 3
A
Allen, David E
- You have accessRiding the Yield CurveSharon Ang, Lakshman Alles and David E AllenThe Journal of Fixed Income Winter 1998, 8 (3) 57-74; DOI: https://doi.org/10.3905/jfi.1998.408248
Alles, Lakshman
- You have accessRiding the Yield CurveSharon Ang, Lakshman Alles and David E AllenThe Journal of Fixed Income Winter 1998, 8 (3) 57-74; DOI: https://doi.org/10.3905/jfi.1998.408248
Altman, Edward I.
- You have accessIncluding Defaulted Bonds in the Capital Market Asset SpectrumFrank K. Reilly, David J. Wright and Edward I. AltmanThe Journal of Fixed Income Winter 1998, 8 (3) 33-48; DOI: https://doi.org/10.3905/jfi.1998.408247
Ang, Sharon
- You have accessRiding the Yield CurveSharon Ang, Lakshman Alles and David E AllenThe Journal of Fixed Income Winter 1998, 8 (3) 57-74; DOI: https://doi.org/10.3905/jfi.1998.408248
C
Cornell, Bradford
- You have accessThe Term Structure, the CAPM, and the Market Risk PremiumBradford CornellThe Journal of Fixed Income Winter 1998, 8 (3) 85-88; DOI: https://doi.org/10.3905/jfi.1998.408250
F
Fridson, Martin S.
- You have accessErosion of Principal and the Rebasing IllusionMartin S. Fridson and M. Christopher GarmanThe Journal of Fixed Income Winter 1998, 8 (3) 89-98; DOI: https://doi.org/10.3905/jfi.1998.408246
G
Garman, M. Christopher
- You have accessErosion of Principal and the Rebasing IllusionMartin S. Fridson and M. Christopher GarmanThe Journal of Fixed Income Winter 1998, 8 (3) 89-98; DOI: https://doi.org/10.3905/jfi.1998.408246
Goodman, Laurie S
- You have accessCallable Pass-ThroughsLaurie S Goodman and Jeffrey HoThe Journal of Fixed Income Winter 1998, 8 (3) 49-56; DOI: https://doi.org/10.3905/jfi.1998.408245
H
Ho, Jeffrey
- You have accessCallable Pass-ThroughsLaurie S Goodman and Jeffrey HoThe Journal of Fixed Income Winter 1998, 8 (3) 49-56; DOI: https://doi.org/10.3905/jfi.1998.408245
K
Koutmos, Gregory
- You have accessThe Volatility of Interest Rates Across Maturities and FrequenciesGregory KoutmosThe Journal of Fixed Income Winter 1998, 8 (3) 27-31; DOI: https://doi.org/10.3905/jfi.1998.408251
L
Lucas, Gerald
- You have accessA Portfolio Approach to TIPSGerald Lucas and Timothy QuekThe Journal of Fixed Income Winter 1998, 8 (3) 75-84; DOI: https://doi.org/10.3905/jfi.1998.408244
P
Pedrosa, Monica
- You have accessSystematic Risk in Corporate Bond Credit SpreadsMonica Pedrosa and Richard RollThe Journal of Fixed Income Winter 1998, 8 (3) 7-26; DOI: https://doi.org/10.3905/jfi.1998.408249
Q
Quek, Timothy
- You have accessA Portfolio Approach to TIPSGerald Lucas and Timothy QuekThe Journal of Fixed Income Winter 1998, 8 (3) 75-84; DOI: https://doi.org/10.3905/jfi.1998.408244
R
Reilly, Frank K.
- You have accessIncluding Defaulted Bonds in the Capital Market Asset SpectrumFrank K. Reilly, David J. Wright and Edward I. AltmanThe Journal of Fixed Income Winter 1998, 8 (3) 33-48; DOI: https://doi.org/10.3905/jfi.1998.408247
Roll, Richard
- You have accessSystematic Risk in Corporate Bond Credit SpreadsMonica Pedrosa and Richard RollThe Journal of Fixed Income Winter 1998, 8 (3) 7-26; DOI: https://doi.org/10.3905/jfi.1998.408249
W
Wright, David J.
- You have accessIncluding Defaulted Bonds in the Capital Market Asset SpectrumFrank K. Reilly, David J. Wright and Edward I. AltmanThe Journal of Fixed Income Winter 1998, 8 (3) 33-48; DOI: https://doi.org/10.3905/jfi.1998.408247