The Journal of Fixed Income

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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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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
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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
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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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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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Modeling Simultaneous Defaults
Michael Kunisch and Marliese Uhrig-Homburg

The Journal of Fixed Income Summer 2008, 18 (1) 25-36; DOI: https://doi.org/10.3905/jfi.2008.708841

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