The Journal of Fixed Income

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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
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
You have access
The Slope of Credit Spread Curves
Jing‐Zhi Huang and Xiongfei Zhang

The Journal of Fixed Income Summer 2008, 18 (1) 56-71; DOI: https://doi.org/10.3905/jfi.2008.708843
You have access
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

Main menu

User menu

Search

The Journal of Fixed Income

More articles from Primary Article

Pages

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

More articles from Primary Article

Pages

Stay Connected