Volume 13; Issue 3

The Journal of Fixed Income

Volume 13; Issue 3
1

CDO and ABS Underperformance

Adelson, Mark H
Journal:
The Journal of Fixed Income
Year:
2003
Language:
english
File:
PDF, 134 KB
english, 2003
2

Does Mortgage Hedging Amplify Movements in Long-Term Interest Rates?

Perli, Roberto, Sack, Brian
Journal:
The Journal of Fixed Income
Year:
2003
Language:
english
File:
PDF, 178 KB
english, 2003
3

Crashes in Bond Markets and the Hedging of Mortgage-Backed Securities

Krause, Andreas
Journal:
The Journal of Fixed Income
Year:
2003
Language:
english
File:
PDF, 933 KB
english, 2003
4

Modeling the Instability of Mortgage-Backed Prepayments

Peristiani, Stavros
Journal:
The Journal of Fixed Income
Year:
2003
Language:
english
File:
PDF, 266 KB
english, 2003
5

A Simple Exponential Model for Dependent Defaults

Giesecke, Kay
Journal:
The Journal of Fixed Income
Year:
2003
Language:
english
File:
PDF, 173 KB
english, 2003
6

Links among Interest Rate Swap Markets

In, Francis, Brown, Rob, Fang, Victor
Journal:
The Journal of Fixed Income
Year:
2003
Language:
english
File:
PDF, 129 KB
english, 2003
7

Convertible Bond Prices and Inherent Biases

Carayannopoulos, Peter, Kalimipalli, Madhu
Journal:
The Journal of Fixed Income
Year:
2003
Language:
english
File:
PDF, 109 KB
english, 2003
8

Term Default, Balloon Risk, and Credit Risk in Commercial Mortgages

Tu, Charles C, Eppli, mark J
Journal:
The Journal of Fixed Income
Year:
2003
Language:
english
File:
PDF, 123 KB
english, 2003
9

Editor's Letter

Kon, Stanley J
Journal:
The Journal of Fixed Income
Year:
2003
Language:
english
File:
PDF, 28 KB
english, 2003