Table of Contents

Primary Article

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  Pricing Risky Debt

  David Guoming Wei and Dajiang Guo

  The Journal of Fixed Income Fall 1997, 7 (2) 8-28; DOI: https://doi.org/10.3905/jfi.1997.408207
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  Real Interest Rates and the Default Rate on High-Yield Bonds

  Martin S. Fridson, M. Christopher Garman and Sheng Wu

  The Journal of Fixed Income Fall 1997, 7 (2) 29-34; DOI: https://doi.org/10.3905/jfi.1997.408209
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  High-Yield Bond Mutual Funds

  Arthur Gudikunst and Joseph Mccarthy

  The Journal of Fixed Income Fall 1997, 7 (2) 35-46; DOI: https://doi.org/10.3905/jfi.1997.408204
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  Dynamics of the Shape of the Yield Curve

  Antti Ilmanen and Ray Iwanowski

  The Journal of Fixed Income Fall 1997, 7 (2) 47-60; DOI: https://doi.org/10.3905/jfi.1997.408203
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  The Long-Run Performance of Firms Issuing Bonds

  Jeff Jewell and Miles B Livingston

  The Journal of Fixed Income Fall 1997, 7 (2) 61-66; DOI: https://doi.org/10.3905/jfi.1997.408211
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  Predictable Excess Fixed-Income Returns

  Richard Deaves

  The Journal of Fixed Income Fall 1997, 7 (2) 67-76; DOI: https://doi.org/10.3905/jfi.1997.408206
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  Random Error in Prepayment Projections

  Lakhbir S. Hayre

  The Journal of Fixed Income Fall 1997, 7 (2) 77-84; DOI: https://doi.org/10.3905/jfi.1997.408208
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  Modeling the Mortgage-Treasury Spread

  Laurie S Goodman and Jeffrey Ho

  The Journal of Fixed Income Fall 1997, 7 (2) 85-91; DOI: https://doi.org/10.3905/jfi.1997.408205
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  The Economics of Structured Finance

  George S. Oldfield

  The Journal of Fixed Income Fall 1997, 7 (2) 92-99; DOI: https://doi.org/10.3905/jfi.1997.408210