Volume 10; Issue 2

The Journal of Fixed Income

Volume 10; Issue 2
1

A Three-Factor Defaultable Term Structure Model

Schmid, Bernd, Zagst, Rudi
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 1.54 MB
english, 2000
3

Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields

Sack, Brian
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 291 KB
english, 2000
4

Hedging Corporate Bonds with Stock Index Futures

Clare, Andrew D, Ioannides, Michalis, Skinner, Frank S
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 141 KB
english, 2000
5

Downgrade/Upgrade Ratio Leads Default Rate

Okashima, Kathryn, Fridson, Martin S
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 133 KB
english, 2000
7

Stripping Coupons with Linear Programming

Allen, David E, Thomas, Lyn C, Zheng, Harry
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 131 KB
english, 2000
8

Editor's Letter

Breeden, Douglas T
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 21 KB
english, 2000