Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Index by author

Summer 1999; Volume 9,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Berkowitz, Jeremy

    1. You have access
      Dealer Polling with Noisy Reporting of Interest Rates
      Jeremy Berkowitz
      The Journal of Fixed Income Summer 1999, 9 (1) 47-54; DOI: https://doi.org/10.3905/jfi.1999.319229
  2. Blau, Jonathan

    1. You have access
      Default Rates in the High-Yield Market
      Sam DeRosa-Farag, Jonathan Blau, Peter Matousek and Indra Chandra
      The Journal of Fixed Income Summer 1999, 9 (1) 7-31; DOI: https://doi.org/10.3905/jfi.1999.319227
  3. Brooks, Robert

    1. You have access
      London Inter–Bank Offer Rate (LIBOR) versus Treasury Rate
      Robert Brooks and David Yong Yan
      The Journal of Fixed Income Summer 1999, 9 (1) 71-83; DOI: https://doi.org/10.3905/jfi.1999.319232

C

  1. Chandra, Indra

    1. You have access
      Default Rates in the High-Yield Market
      Sam DeRosa-Farag, Jonathan Blau, Peter Matousek and Indra Chandra
      The Journal of Fixed Income Summer 1999, 9 (1) 7-31; DOI: https://doi.org/10.3905/jfi.1999.319227

D

  1. DeRosa-Farag, Sam

    1. You have access
      Default Rates in the High-Yield Market
      Sam DeRosa-Farag, Jonathan Blau, Peter Matousek and Indra Chandra
      The Journal of Fixed Income Summer 1999, 9 (1) 7-31; DOI: https://doi.org/10.3905/jfi.1999.319227
  2. Dolan, Charles p.

    1. You have access
      Forecasting the Yield Curve Shape
      Charles p. Dolan
      The Journal of Fixed Income Summer 1999, 9 (1) 92-99; DOI: https://doi.org/10.3905/jfi.1999.319234

F

  1. Fjelstad, Mary

    1. You have access
      Modeling the Performance of Active Managers in the Euroland Bond Market
      Mary Fjelstad
      The Journal of Fixed Income Summer 1999, 9 (1) 32-45; DOI: https://doi.org/10.3905/jfi.1999.319228

G

  1. Grieves, Robin

    1. You have access
      Fungible STRIPS for the U.S. Treasury's Inflation-Indexed Securities
      Robin Grieves and Michael W. Sunner
      The Journal of Fixed Income Summer 1999, 9 (1) 55-62; DOI: https://doi.org/10.3905/jfi.1999.319230

M

  1. Matousek, Peter

    1. You have access
      Default Rates in the High-Yield Market
      Sam DeRosa-Farag, Jonathan Blau, Peter Matousek and Indra Chandra
      The Journal of Fixed Income Summer 1999, 9 (1) 7-31; DOI: https://doi.org/10.3905/jfi.1999.319227
  2. Miyazaki, Koichi

    1. You have access
      Comparison of JGB and Bank Debenture Credit Spread Models
      Koichi Miyazaki and Hiroe Tsubaki
      The Journal of Fixed Income Summer 1999, 9 (1) 63-70; DOI: https://doi.org/10.3905/jfi.1999.319231

R

  1. Rendleman, Richard J.

    1. You have access
      Duration–Based Hedging with Treasury Bond Futures
      Richard J. Rendleman
      The Journal of Fixed Income Summer 1999, 9 (1) 84-91; DOI: https://doi.org/10.3905/jfi.1999.319233

S

  1. Sunner, Michael W.

    1. You have access
      Fungible STRIPS for the U.S. Treasury's Inflation-Indexed Securities
      Robin Grieves and Michael W. Sunner
      The Journal of Fixed Income Summer 1999, 9 (1) 55-62; DOI: https://doi.org/10.3905/jfi.1999.319230

T

  1. Tsubaki, Hiroe

    1. You have access
      Comparison of JGB and Bank Debenture Credit Spread Models
      Koichi Miyazaki and Hiroe Tsubaki
      The Journal of Fixed Income Summer 1999, 9 (1) 63-70; DOI: https://doi.org/10.3905/jfi.1999.319231

Y

  1. Yan, David Yong

    1. You have access
      London Inter–Bank Offer Rate (LIBOR) versus Treasury Rate
      Robert Brooks and David Yong Yan
      The Journal of Fixed Income Summer 1999, 9 (1) 71-83; DOI: https://doi.org/10.3905/jfi.1999.319232
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Fixed Income
Vol. 9, Issue 1
Summer 1999
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies