Definition: Journal Articles on Bonds:
- Pricing Default-Risky CAT Bonds with Moral Hazard and Basis Risk, Jin-Ping Lee, Journal of Risk and Insurance v69, n1 (March 2002): 25-44.
- Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility - Robert S. Goldstein, Journal of Finance v57, n4 (August 2002): 1685-1730.
- Banks, Bonds, and the Liquidity Effect - Tor Einarsson, Federal Reserve Bank of San Francisco Economic Review v0, n0 (2002): 35-50.
- Valuation: Call Options and Deferments on Corporate Bonds - Richard J. Kish, Pennsylvania Economic Review v7, n1 (Spring 1999): 77-87.
- Defaults and Returns on High Yield Bonds: Analysis through 2001 - Edward I. Altman, Journal of Applied Finance v12, n1 (Spring-Summer 2002): 98-112.
- Catastrophe Risk Bonds - Samuel H. Cox, North American Actuarial Journal v4, n4 (October 2000): 56-82.
- Survivor Bonds: Helping to Hedge Mortality Risk - David Blake, Journal of Risk and Insurance v68, n2 (June 2001): 339-48.
- The Role of Index Bonds in Universal Currency Hedging - Ryle S. Perera, Applied Mathematical Finance v7, n4 (December 2000): 271-84.
- A Numerical PDE Approach for Pricing Callable Bonds - Y. d'Halluin, Applied Mathematical Finance v8, n1 (March 2001): 49-77.
- Analysis and Evaluation of Corporate Bonds - Claus Huber, Economic and Financial Review v8, n1 (Spring 2001): 3-44.
