Table of Contents

Primary Article

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  Changes in Corporate Credit Quality 1970–1990

  Douglas J. Lucas and John G. Lonski

  The Journal of Fixed Income Spring 1992, 1 (4) 7-14; DOI: https://doi.org/10.3905/jfi.1992.408031
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  Rating Drift in High-Yield Bonds

  Edward I. Altman and Duen Li Kao

  The Journal of Fixed Income Spring 1992, 1 (4) 15-20; DOI: https://doi.org/10.3905/jfi.1992.408035
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  Predicting Interest Rate Volatility

  Robert C. Kuberek

  The Journal of Fixed Income Spring 1992, 1 (4) 21-27; DOI: https://doi.org/10.3905/jfi.1992.408033
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  Term Structure Dynamics and Mortgage Valuation

  Oren Cheyette

  The Journal of Fixed Income Spring 1992, 1 (4) 28-41; DOI: https://doi.org/10.3905/jfi.1992.408036
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  How Well Does Duration Measure Interest Rate Risk?

  Antti Ilmanen

  The Journal of Fixed Income Spring 1992, 1 (4) 43-51; DOI: https://doi.org/10.3905/jfi.1992.408032
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  The Efficacy of Term Structure Estimation Techniques

  Mark Buono, Russell B. Gregory-allen and Uzi Yaari

  The Journal of Fixed Income Spring 1992, 1 (4) 52-63; DOI: https://doi.org/10.3905/jfi.1992.408037
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  Pricing Interest-Sensitive Claims When Interest Rates Have Stationary Components

  Thomas F. Cooley, Stephen F. Leroy and William R. Parke

  The Journal of Fixed Income Spring 1992, 1 (4) 64-73; DOI: https://doi.org/10.3905/jfi.1992.408034
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  Capital Conservation Strategies in Pension Fund Investment Policy

  Emad A. Zikry and T. Kirkham Barneby

  The Journal of Fixed Income Spring 1992, 1 (4) 74-78; DOI: https://doi.org/10.3905/jfi.1992.408030