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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

Summer 1997; Volume 7,Issue 1

Primary Article

  • You have access
    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
  • You have access
    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
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The Journal of Fixed Income
Vol. 7, Issue 1
Summer 1997
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