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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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

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More articles from Primary Article

  • You have access
    Annual Default Rates are Probably Less Than Long-Run Average Annual Default Rates
    Nicholas M. Kiefer
    The Journal of Fixed Income Fall 2008, 18 (2) 85-87; DOI: https://doi.org/10.3905/jfi.2008.712352
  • You have access
    Crisis-Robust Bond Portfolios
    Marie Brière and Ariane Szafarz
    The Journal of Fixed Income Fall 2008, 18 (2) 57-70; DOI: https://doi.org/10.3905/jfi.2008.712350
  • You have access
    An Empirical Analysis of Factors Driving the Swap Spread
    Hossein Asgharian and Sonnie Karlsson
    The Journal of Fixed Income Fall 2008, 18 (2) 41-56; DOI: https://doi.org/10.3905/jfi.2008.712349
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    Duration and Pricing of TIPS
    Gady Jacoby and Ilona Shiller
    The Journal of Fixed Income Fall 2008, 18 (2) 71-84; DOI: https://doi.org/10.3905/jfi.2008.712351
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    A Loss Severity Model for Residential Mortgages
    Lakhbir S. Hayre and Manish Saraf
    The Journal of Fixed Income Fall 2008, 18 (2) 5-31; DOI: https://doi.org/10.3905/jfi.2008.712347
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    Empirical Evidence on CDO Performance
    Daniel Newman, Frank J. Fabozzi, Douglas J. Lucas and Laurie S. Goodman
    The Journal of Fixed Income Fall 2008, 18 (2) 32-40; DOI: https://doi.org/10.3905/jfi.2008.712348
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    Market Expectations and Default Risk Premium in Credit Default Swap Prices
    Frank Xiaoling Zhang
    The Journal of Fixed Income Summer 2008, 18 (1) 37-55; DOI: https://doi.org/10.3905/jfi.2008.708842
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    Forced Selling of Fallen Angels
    Brent W. Ambrose, Nianyun (Kelly) Cai and Jean Helwege
    The Journal of Fixed Income Summer 2008, 18 (1) 72-85; DOI: https://doi.org/10.3905/jfi.2008.708844
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    The Pricing of Correlated Default Risk
    Nikola Tarashev and Haibin Zhu
    The Journal of Fixed Income Summer 2008, 18 (1) 5-24; DOI: https://doi.org/10.3905/jfi.2008.708840
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    On Pricing CDOs with Meixner Distributions
    Kridsda Nimmanunta, Anant Chiarawongse and Sunti Tirapat
    The Journal of Fixed Income Summer 2008, 18 (1) 86-99; DOI: https://doi.org/10.3905/jfi.2008.708845

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