Volume 5; Issue 4

The Journal of Fixed Income

Volume 5; Issue 4
1

Effective Durations for Recipes for Mortgage-Backed Securities

Choi, Sam
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 601 KB
english, 1996
2

A New Numerical Approa for Fitting the Initlal Yield Curve

Uhrig, Marliese, Walter, Ulrich
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 2.06 MB
english, 1996
3

Comparison of Tax Rates Inferred from Zero-Coupon Yield Curves

Rumsey, John
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 600 KB
english, 1996
5

Modeling Arm Prepayments

Huang, Charles, Xia, Warren
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 1.15 MB
english, 1996
6

Ten Years of the Real Term Structure

Brown, Roger H, Schaefer, Stephen M
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 3.66 MB
english, 1996
7

Hedging Corporate Bond Portfolios Across the Business Cycle

Marcus, Alan J, Ors, Evren
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 1.17 MB
english, 1996
8

What's in a Rating? Agency Approaches to Analyzing MBS

Goldstein, Avi
Journal:
The Journal of Fixed Income
Year:
1996
Language:
english
File:
PDF, 1.03 MB
english, 1996