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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Index by author

Spring 2000; Volume 9,Issue 4

Editorial

  • Open Access
    Editor's Letter
    Douglas T. Breeden
    The Journal of Fixed Income Spring 2000, 9 (4) 1-2; DOI: https://doi.org/10.3905/jfi.2000.390840

Primary Article

  • You have access
    Corporate Bond Spreads and the Business Cycle
    Andrew Bevan and Francesco Garzarelli
    The Journal of Fixed Income Spring 2000, 9 (4) 8-18; DOI: https://doi.org/10.3905/jfi.2000.319249
  • You have access
    Modeling Short-Term Interest Rate Volatility
    Gregory Koutmos
    The Journal of Fixed Income Spring 2000, 9 (4) 19-26; DOI: https://doi.org/10.3905/jfi.2000.319250
  • You have access
    Stability of Transition Densities
    Karan Bhanot
    The Journal of Fixed Income Spring 2000, 9 (4) 27-34; DOI: https://doi.org/10.3905/jfi.2000.319251
  • You have access
    Pricing European High-Yield New Issues
    M. Christopher Garman
    The Journal of Fixed Income Spring 2000, 9 (4) 35-42; DOI: https://doi.org/10.3905/jfi.2000.319252
  • You have access
    On Default Correlation
    David X. Li
    The Journal of Fixed Income Spring 2000, 9 (4) 43-54; DOI: https://doi.org/10.3905/jfi.2000.319253
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    Default Correlation Among Investment-Grade Borrowers
    Erkan Erturk
    The Journal of Fixed Income Spring 2000, 9 (4) 55-59; DOI: https://doi.org/10.3905/jfi.2000.319254
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    Modeling the Risk Premium on Eurodollar Bonds
    Andrew D. Clare, M. Currim Oozeer, Richard Preistley and Stephen H. Thomas
    The Journal of Fixed Income Spring 2000, 9 (4) 61-73; DOI: https://doi.org/10.3905/jfi.2000.319255
  • You have access
    Interbank Interest Rates and the Risk Premium
    Henri Pagès
    The Journal of Fixed Income Spring 2000, 9 (4) 75-95; DOI: https://doi.org/10.3905/jfi.2000.319256
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The Journal of Fixed Income
Vol. 9, Issue 4
Spring 2000
  • Table of Contents
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