Table of Contents

Summer 1991; Volume 1,Issue 1

F

  1. Fons, Jerome S.

    1. Corporate Bond Defaults and Default Rates 1970–1990
      Jerome S. Fons and Andrew E. Kimball
      The Journal of Fixed Income Summer 1991, 1 (1) 36-47; DOI: https://doi.org/10.3905/jfi.1991.692345

H

  1. Harvey, Campbell R.

    1. The Term Structure and World Economic Growth
      Campbell R. Harvey
      The Journal of Fixed Income Summer 1991, 1 (1) 7-19; DOI: https://doi.org/10.3905/jfi.1991.692342

I

  1. Ibbotson, Roger G.

    1. The World Bond Market
      Roger G. Ibbotson and Laurence B. Siegel
      The Journal of Fixed Income Summer 1991, 1 (1) 90-99; DOI: https://doi.org/10.3905/jfi.1991.692350

J

  1. Jamshidian, Farshid

    1. Forward Induction and Construction of Yield Curve Diffusion Models
      Farshid Jamshidian
      The Journal of Fixed Income Summer 1991, 1 (1) 62-74; DOI: https://doi.org/10.3905/jfi.1991.692348

K

  1. Kimball, Andrew E.

    1. Corporate Bond Defaults and Default Rates 1970–1990
      Jerome S. Fons and Andrew E. Kimball
      The Journal of Fixed Income Summer 1991, 1 (1) 36-47; DOI: https://doi.org/10.3905/jfi.1991.692345

  2. Koenigsberg, Mark

    1. A Delivery Option Model for Treasury Bond Futures
      Mark Koenigsberg
      The Journal of Fixed Income Summer 1991, 1 (1) 75-88; DOI: https://doi.org/10.3905/jfi.1991.692349

L

  1. Litterman, Robert B

    1. Volatility and the Yield Curve
      Robert B Litterman, Josè Scheinkman and Laurence Weiss
      The Journal of Fixed Income Summer 1991, 1 (1) 49-53; DOI: https://doi.org/10.3905/jfi.1991.692346
    2. Common Factors Affecting Bond Returns
      Robert B Litterman and Josè Scheinkman
      The Journal of Fixed Income Summer 1991, 1 (1) 54-61; DOI: https://doi.org/10.3905/jfi.1991.692347

M

  1. Mcconnell, John J.

    1. Prepayments and the Valuation of Adjustable Rate Mortgage-Backed Securities
      John J. Mcconnell and Manoj K. Singh
      The Journal of Fixed Income Summer 1991, 1 (1) 21-35; DOI: https://doi.org/10.3905/jfi.1991.692344

S

  1. Scheinkman, Josè

    1. Volatility and the Yield Curve
      Robert B Litterman, Josè Scheinkman and Laurence Weiss
      The Journal of Fixed Income Summer 1991, 1 (1) 49-53; DOI: https://doi.org/10.3905/jfi.1991.692346
    2. Common Factors Affecting Bond Returns
      Robert B Litterman and Josè Scheinkman
      The Journal of Fixed Income Summer 1991, 1 (1) 54-61; DOI: https://doi.org/10.3905/jfi.1991.692347

  2. Siegel, Laurence B.

    1. The World Bond Market
      Roger G. Ibbotson and Laurence B. Siegel
      The Journal of Fixed Income Summer 1991, 1 (1) 90-99; DOI: https://doi.org/10.3905/jfi.1991.692350

  3. Singh, Manoj K.

    1. Prepayments and the Valuation of Adjustable Rate Mortgage-Backed Securities
      John J. Mcconnell and Manoj K. Singh
      The Journal of Fixed Income Summer 1991, 1 (1) 21-35; DOI: https://doi.org/10.3905/jfi.1991.692344

W

  1. Weiss, Laurence

    1. Volatility and the Yield Curve
      Robert B Litterman, Josè Scheinkman and Laurence Weiss
      The Journal of Fixed Income Summer 1991, 1 (1) 49-53; DOI: https://doi.org/10.3905/jfi.1991.692346
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The Journal of Fixed Income
Vol. 1, Issue 1
Summer 1991
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