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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

Fall 1996; Volume 6,Issue 2

Primary Article

  • You have access
    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
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The Journal of Fixed Income
Vol. 6, Issue 2
Fall 1996
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