Index by author
Summer 1999; Volume 9,Issue 1
B
Berkowitz, Jeremy
- You have accessDealer Polling with Noisy Reporting of Interest RatesJeremy BerkowitzThe Journal of Fixed Income Summer 1999, 9 (1) 47-54; DOI: https://doi.org/10.3905/jfi.1999.319229
Blau, Jonathan
- You have accessDefault Rates in the High-Yield MarketSam DeRosa-Farag, Jonathan Blau, Peter Matousek and Indra ChandraThe Journal of Fixed Income Summer 1999, 9 (1) 7-31; DOI: https://doi.org/10.3905/jfi.1999.319227
Brooks, Robert
- You have accessLondon Inter–Bank Offer Rate (LIBOR) versus Treasury RateRobert Brooks and David Yong YanThe Journal of Fixed Income Summer 1999, 9 (1) 71-83; DOI: https://doi.org/10.3905/jfi.1999.319232
C
Chandra, Indra
- You have accessDefault Rates in the High-Yield MarketSam DeRosa-Farag, Jonathan Blau, Peter Matousek and Indra ChandraThe Journal of Fixed Income Summer 1999, 9 (1) 7-31; DOI: https://doi.org/10.3905/jfi.1999.319227
D
DeRosa-Farag, Sam
- You have accessDefault Rates in the High-Yield MarketSam DeRosa-Farag, Jonathan Blau, Peter Matousek and Indra ChandraThe Journal of Fixed Income Summer 1999, 9 (1) 7-31; DOI: https://doi.org/10.3905/jfi.1999.319227
Dolan, Charles p.
- You have accessForecasting the Yield Curve ShapeCharles p. DolanThe Journal of Fixed Income Summer 1999, 9 (1) 92-99; DOI: https://doi.org/10.3905/jfi.1999.319234
F
Fjelstad, Mary
- You have accessModeling the Performance of Active Managers in the Euroland Bond MarketMary FjelstadThe Journal of Fixed Income Summer 1999, 9 (1) 32-45; DOI: https://doi.org/10.3905/jfi.1999.319228
G
Grieves, Robin
- You have accessFungible STRIPS for the U.S. Treasury's Inflation-Indexed SecuritiesRobin Grieves and Michael W. SunnerThe Journal of Fixed Income Summer 1999, 9 (1) 55-62; DOI: https://doi.org/10.3905/jfi.1999.319230
M
Matousek, Peter
- You have accessDefault Rates in the High-Yield MarketSam DeRosa-Farag, Jonathan Blau, Peter Matousek and Indra ChandraThe Journal of Fixed Income Summer 1999, 9 (1) 7-31; DOI: https://doi.org/10.3905/jfi.1999.319227
Miyazaki, Koichi
- You have accessComparison of JGB and Bank Debenture Credit Spread ModelsKoichi Miyazaki and Hiroe TsubakiThe Journal of Fixed Income Summer 1999, 9 (1) 63-70; DOI: https://doi.org/10.3905/jfi.1999.319231
R
Rendleman, Richard J.
- You have accessDuration–Based Hedging with Treasury Bond FuturesRichard J. RendlemanThe Journal of Fixed Income Summer 1999, 9 (1) 84-91; DOI: https://doi.org/10.3905/jfi.1999.319233
S
Sunner, Michael W.
- You have accessFungible STRIPS for the U.S. Treasury's Inflation-Indexed SecuritiesRobin Grieves and Michael W. SunnerThe Journal of Fixed Income Summer 1999, 9 (1) 55-62; DOI: https://doi.org/10.3905/jfi.1999.319230
T
Tsubaki, Hiroe
- You have accessComparison of JGB and Bank Debenture Credit Spread ModelsKoichi Miyazaki and Hiroe TsubakiThe Journal of Fixed Income Summer 1999, 9 (1) 63-70; DOI: https://doi.org/10.3905/jfi.1999.319231
Y
Yan, David Yong
- You have accessLondon Inter–Bank Offer Rate (LIBOR) versus Treasury RateRobert Brooks and David Yong YanThe Journal of Fixed Income Summer 1999, 9 (1) 71-83; DOI: https://doi.org/10.3905/jfi.1999.319232