Table of Contents

Primary Article

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  Measuring the Mortgage Market's Convexity Needs

  Laurie S. Goodman and Jeffrey Ho

  The Journal of Fixed Income Fall 2004, 14 (2) 6-19; DOI: https://doi.org/10.3905/jfi.2004.439833
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  Delivery Options in the Pricing and Hedging of Treasury Bond and Note Futures

  Richard J.. Rendleman

  The Journal of Fixed Income Fall 2004, 14 (2) 20-31; DOI: https://doi.org/10.3905/jfi.2004.439834
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  Fixed-Income Style Analysis and Optimal Manager Structure

  Frederick E. Dopfel

  The Journal of Fixed Income Fall 2004, 14 (2) 32-43; DOI: https://doi.org/10.3905/jfi.2004.439835
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  Default Rates on Structured Finance Securities

  Douglas J. Lucas, Laurie S. Goodman and Frank J. Fabozzi

  The Journal of Fixed Income Fall 2004, 14 (2) 44-53; DOI: https://doi.org/10.3905/jfi.2004.439836
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  Rating Transition and Default Rates Conditioned on Outlooks

  David T. Hamilton and Richard Cantor

  The Journal of Fixed Income Fall 2004, 14 (2) 54-70; DOI: https://doi.org/10.3905/jfi.2004.439837
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  Taxes, Default Risk, and Credit Spreads

  Sheen Liu and Chunchi Wu

  The Journal of Fixed Income Fall 2004, 14 (2) 71-85; DOI: https://doi.org/10.3905/jfi.2004.439838
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  Municipal Marketability

  Gwangheon Hong and Arthur D Warga

  The Journal of Fixed Income Fall 2004, 14 (2) 86-95; DOI: https://doi.org/10.3905/jfi.2004.439839