Index by author

Summer 1999; Volume 9,Issue 1

B

  1. Berkowitz, Jeremy

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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
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The Journal of Fixed Income
Vol. 9, Issue 1
Summer 1999
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