Table of Contents

Primary Article

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  Modeling the Term Structure of Interest Rate in Japan

  Tadashi Kikugawa and Kenneth J. Singleton

  The Journal of Fixed Income Fall 1994, 4 (2) 6-16; DOI: https://doi.org/10.3905/jfi.1994.408111
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  National Risk in Global Fixed-Income Allocation

  Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta

  The Journal of Fixed Income Fall 1994, 4 (2) 17-26; DOI: https://doi.org/10.3905/jfi.1994.408112
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  Have the Benefits of International Diversification Diminished?

  Thomas Iben and Robert B Litterman

  The Journal of Fixed Income Fall 1994, 4 (2) 27-34; DOI: https://doi.org/10.3905/jfi.1994.408110
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  An Empirical Analysis of U.S. Treasury Auctions

  Suresh Sundaresan

  The Journal of Fixed Income Fall 1994, 4 (2) 35-50; DOI: https://doi.org/10.3905/jfi.1994.408109
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  Risk Factor Analysis and Portfolio Immunization in the Italian Bond Market

  Rita L. D'ecclesia and Stavros A. Zenios

  The Journal of Fixed Income Fall 1994, 4 (2) 51-58; DOI: https://doi.org/10.3905/jfi.1994.408113
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  Who Took the Slope out of the Municipal Yield Curve?

  Joseph A. Farinella and Timothy W. Koch

  The Journal of Fixed Income Fall 1994, 4 (2) 59-65; DOI: https://doi.org/10.3905/jfi.1994.408115
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  The Effective Cash Flow Method

  Michael E. Rose

  The Journal of Fixed Income Fall 1994, 4 (2) 66-79; DOI: https://doi.org/10.3905/jfi.1994.408114