Table of Contents

Primary Article

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  The New View in Mortgage prepayments

  Steven W. Abrahams

  The Journal of Fixed Income Summer 1997, 7 (1) 8-21; DOI: https://doi.org/10.3905/jfi.1997.408201
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  Forecasting U.S. Bond Returns

  Antti Ilmanen

  The Journal of Fixed Income Summer 1997, 7 (1) 22-37; DOI: https://doi.org/10.3905/jfi.1997.408197
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  Are Investors Rewarded for Shorting Volatility?

  Laurie S Goodman and Jeffrey Ho

  The Journal of Fixed Income Summer 1997, 7 (1) 38-42; DOI: https://doi.org/10.3905/jfi.1997.408195
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  Can you Derive Market Volatility Forecasts from the Observed Yield Curve Convexity Bias?

  Wesley Phoa

  The Journal of Fixed Income Summer 1997, 7 (1) 43-54; DOI: https://doi.org/10.3905/jfi.1997.408196
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  Understanding Aggregate Default Rates of High-Yield Bonds

  Jean Helwege and Paul Kleiman

  The Journal of Fixed Income Summer 1997, 7 (1) 55-61; DOI: https://doi.org/10.3905/jfi.1997.408202
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  Returns on Russian Treasury Securities 1994-1996

  Andrei Abramov and David P. Brown

  The Journal of Fixed Income Summer 1997, 7 (1) 62-74; DOI: https://doi.org/10.3905/jfi.1997.408200
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  Hybrid Low-Discrepancy Sequences

  Vladimir Fishman, Peter Fitton and Yuri Galperin

  The Journal of Fixed Income Summer 1997, 7 (1) 75-84; DOI: https://doi.org/10.3905/jfi.1997.408198
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  Minimizing Basis Risk from Non-Parallel Shifts in the Yield Curve Part II

  Eric Falkenstein and Jerry. Hanweck

  The Journal of Fixed Income Summer 1997, 7 (1) 85-90; DOI: https://doi.org/10.3905/jfi.1997.408199