Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Fall 1997; Volume 7,Issue 2

Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Fixed Income
Vol. 7, Issue 2
Fall 1997
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies