Table of Contents

Primary Article

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  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