Table of Contents

Primary Article

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  Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields

  Brian Sack

  The Journal of Fixed Income Fall 2000, 10 (2) 6-17; DOI: https://doi.org/10.3905/jfi.2000.319266
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  Downgrade/Upgrade Ratio Leads Default Rate

  Kathryn Okashima and Martin S. Fridson

  The Journal of Fixed Income Fall 2000, 10 (2) 18-24; DOI: https://doi.org/10.3905/jfi.2000.319267
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  Hedging Corporate Bonds with Stock Index Futures

  Andrew D Clare, Michalis Ioannides and Frank S. Skinner

  The Journal of Fixed Income Fall 2000, 10 (2) 25-34; DOI: https://doi.org/10.3905/jfi.2000.319269
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  How Well Do Constant-Maturity Treasures Approximate the On-the-Run Term Structure?

  James V. Jordan and Sattar A. Mansi

  The Journal of Fixed Income Fall 2000, 10 (2) 35-45; DOI: https://doi.org/10.3905/jfi.2000.319270
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  Forward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market Model

  John C Hull and Alan D White

  The Journal of Fixed Income Fall 2000, 10 (2) 46-62; DOI: https://doi.org/10.3905/jfi.2000.319268
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  A Three-Factor Defaultable Term Structure Model

  Bernd Schmid and Rudi Zagst

  The Journal of Fixed Income Fall 2000, 10 (2) 63-79; DOI: https://doi.org/10.3905/jfi.2000.319265
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  Stripping Coupons with Linear Programming

  David E. Allen, Lyn C. Thomas and Harry Zheng

  The Journal of Fixed Income Fall 2000, 10 (2) 80-87; DOI: https://doi.org/10.3905/jfi.2000.319271