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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Spring 1996; Volume 5,Issue 4

Primary Article

  • You have access
    Ten Years of the Real Term Structure
    Roger H. Brown and Stephen M. Schaefer
    The Journal of Fixed Income Spring 1996, 5 (4) 6-22; DOI: https://doi.org/10.3905/jfi.1996.408161
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    Effective Durations for Recipes for Mortgage-Backed Securities
    Sam Choi
    The Journal of Fixed Income Spring 1996, 5 (4) 23-30; DOI: https://doi.org/10.3905/jfi.1996.408157
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    Modeling Arm Prepayments
    Charles Huang and Warren Xia
    The Journal of Fixed Income Spring 1996, 5 (4) 31-44; DOI: https://doi.org/10.3905/jfi.1996.408160
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    Implementing an Option-Theoretic Cmo Valuation Model with Recent Prepayment Data
    Manoj K. Singh and John J. Mcconnell
    The Journal of Fixed Income Spring 1996, 5 (4) 45-55; DOI: https://doi.org/10.3905/jfi.1996.408159
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    Hedging Corporate Bond Portfolios Across the Business Cycle
    Alan J. Marcus and Evren Ors
    The Journal of Fixed Income Spring 1996, 5 (4) 56-60; DOI: https://doi.org/10.3905/jfi.1996.408158
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    What's in a Rating? Agency Approaches to Analyzing MBS
    Avi Goldstein
    The Journal of Fixed Income Spring 1996, 5 (4) 61-73; DOI: https://doi.org/10.3905/jfi.1996.408162
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    Comparison of Tax Rates Inferred from Zero-Coupon Yield Curves
    John Rumsey
    The Journal of Fixed Income Spring 1996, 5 (4) 75-81; DOI: https://doi.org/10.3905/jfi.1996.408156
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    A New Numerical Approa for Fitting the Initlal Yield Curve
    Marliese Uhrig and Ulrich Walter
    The Journal of Fixed Income Spring 1996, 5 (4) 82-90; DOI: https://doi.org/10.3905/jfi.1996.408155
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The Journal of Fixed Income
Vol. 5, Issue 4
Spring 1996
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