Table of Contents

Primary Article

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  Market Rate Expectations and Forward Rates

  Antti Ilmanen

  The Journal of Fixed Income Fall 1996, 6 (2) 8-22; DOI: https://doi.org/10.3905/jfi.1996.408177
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  Does Duration Extensions Enhance Long-Term Expected Returns?

  Antti Ilmanen

  The Journal of Fixed Income Fall 1996, 6 (2) 23-36; DOI: https://doi.org/10.3905/jfi.1996.408172
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  Global Yield Curve Event Risks

  William Fung and David A. Hsieh

  The Journal of Fixed Income Fall 1996, 6 (2) 37-48; DOI: https://doi.org/10.3905/jfi.1996.408175
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  The Intraday Behavior of European Bond Futures

  Owain AP Gwilym, Mike Buckle, Tim Foord and Stephen H Thomas

  The Journal of Fixed Income Fall 1996, 6 (2) 49-66; DOI: https://doi.org/10.3905/jfi.1996.408179
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  Implementation of the Black-Derman-Toy Interest Rate Model

  Petter Bjerksund and Gunnar Stensland

  The Journal of Fixed Income Fall 1996, 6 (2) 67-75; DOI: https://doi.org/10.3905/jfi.1996.408176
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  The Ho-Lee Binomial Stochastic Process and Duration

  Gerald O. Bierwag

  The Journal of Fixed Income Fall 1996, 6 (2) 76-87; DOI: https://doi.org/10.3905/jfi.1996.408178
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  Duration, Convexity, and Time as Components of Bond Returns

  Don M. Chance and James V. Jordan

  The Journal of Fixed Income Fall 1996, 6 (2) 88-96; DOI: https://doi.org/10.3905/jfi.1996.408173
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  Fitting a Smooth Forward Rate Curve to Coupon Instruments

  Volf Frishling and Junko Yamamura

  The Journal of Fixed Income Fall 1996, 6 (2) 97-103; DOI: https://doi.org/10.3905/jfi.1996.408174