Table of Contents

Fall 1997; Volume 7,Issue 2

D

  1. Deaves, Richard

    1. 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

F

  1. Fridson, Martin S.

    1. 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

G

  1. Garman, M. Christopher

    1. 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

  2. Goodman, Laurie S

    1. 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

  3. Gudikunst, Arthur

    1. 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

  4. Guo, Dajiang

    1. 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

H

  1. Hayre, Lakhbir S.

    1. 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

  2. Ho, Jeffrey

    1. 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

I

  1. Ilmanen, Antti

    1. 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

  2. Iwanowski, Ray

    1. 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

J

  1. Jewell, Jeff

    1. 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

L

  1. Livingston, Miles B

    1. 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

M

  1. Mccarthy, Joseph

    1. 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

O

  1. Oldfield, George S.

    1. 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

W

  1. Wei, David Guoming

    1. 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

  2. Wu, Sheng

    1. 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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The Journal of Fixed Income
Vol. 7, Issue 2
Fall 1997
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