Table of Contents

Winter 1999; Volume 9,Issue 3

B

  1. Boyle, Phelim P.

    1. Quadratic Interest Rate Models as Approximations to Effective Rate Models
      Phelim P. Boyle and Weidong Tian
      The Journal of Fixed Income Winter 1999, 9 (3) 69-80; DOI: https://doi.org/10.3905/jfi.1999.319221

D

  1. Daliakopoulos, Stavros

    1. Equity Valuation Effects of the Issuance of Convertible Bonds
      Simon Wolfe, Stavros Daliakopoulos and Owain AP Gwilym
      The Journal of Fixed Income Winter 1999, 9 (3) 7-18; DOI: https://doi.org/10.3905/jfi.1999.319224

  2. Dutta, Kabir

    1. A Note on the Solution to a Three-Factor Affine Term Structure Model
      Craig Merrill and Kabir Dutta
      The Journal of Fixed Income Winter 1999, 9 (3) 93-95; DOI: https://doi.org/10.3905/jfi.1999.319223

G

  1. Gwilym, Owain AP

    1. Equity Valuation Effects of the Issuance of Convertible Bonds
      Simon Wolfe, Stavros Daliakopoulos and Owain AP Gwilym
      The Journal of Fixed Income Winter 1999, 9 (3) 7-18; DOI: https://doi.org/10.3905/jfi.1999.319224

H

  1. Hood, Randolph L.

    1. Investment-Grade Private Placement Loan Spreads
      Randolph L. Hood
      The Journal of Fixed Income Winter 1999, 9 (3) 19-34; DOI: https://doi.org/10.3905/jfi.1999.319225

K

  1. Kah, Adama

    1. On the Origin and Interpretation of OAS
      Paul H Kupiec and Adama Kah
      The Journal of Fixed Income Winter 1999, 9 (3) 82-92; DOI: https://doi.org/10.3905/jfi.1999.319222

  2. Kupiec, Paul H

    1. On the Origin and Interpretation of OAS
      Paul H Kupiec and Adama Kah
      The Journal of Fixed Income Winter 1999, 9 (3) 82-92; DOI: https://doi.org/10.3905/jfi.1999.319222

M

  1. Merrill, Craig

    1. A Note on the Solution to a Three-Factor Affine Term Structure Model
      Craig Merrill and Kabir Dutta
      The Journal of Fixed Income Winter 1999, 9 (3) 93-95; DOI: https://doi.org/10.3905/jfi.1999.319223

N

  1. Navas, Javier F.

    1. Consistent versus Non-Consistent Term Structure Models
      Javier F. Navas
      The Journal of Fixed Income Winter 1999, 9 (3) 42-60; DOI: https://doi.org/10.3905/jfi.1999.319219

T

  1. Tian, Weidong

    1. Quadratic Interest Rate Models as Approximations to Effective Rate Models
      Phelim P. Boyle and Weidong Tian
      The Journal of Fixed Income Winter 1999, 9 (3) 69-80; DOI: https://doi.org/10.3905/jfi.1999.319221

W

  1. Wadhwa, Pavan

    1. An Empirical Analysis of the Common Factors Governing U.S. Dollar-LIBOR Implied Volatility Movements
      Pavan Wadhwa
      The Journal of Fixed Income Winter 1999, 9 (3) 61-68; DOI: https://doi.org/10.3905/jfi.1999.319220

  2. Wolfe, Simon

    1. Equity Valuation Effects of the Issuance of Convertible Bonds
      Simon Wolfe, Stavros Daliakopoulos and Owain AP Gwilym
      The Journal of Fixed Income Winter 1999, 9 (3) 7-18; DOI: https://doi.org/10.3905/jfi.1999.319224

Z

  1. Zhang, Hua

    1. Dynamics of the Short-Term Interest Rate after the 1979–1982 Monetary Experiment
      Hua Zhang
      The Journal of Fixed Income Winter 1999, 9 (3) 35-42; DOI: https://doi.org/10.3905/jfi.1999.319226
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The Journal of Fixed Income
Vol. 9, Issue 3
Winter 1999
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