Table of Contents

Primary Article

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  The Influence of Electronic Trading on Bid-Ask Spreads

  Owain Ap Gwilym and Stephen H Thomas

  The Journal of Fixed Income Summer 1998, 8 (1) 7-19; DOI: https://doi.org/10.3905/jfi.1998.408234
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  Decomposing and Simulating the Movements of Term Structures of Interest Rates in Emerging Eurobond Markets

  Caio Ibsen Rodrigues De Almeida, Antonio Marcos Duarte and Cristiano Augusto Coelho Fernandes

  The Journal of Fixed Income Summer 1998, 8 (1) 21-31; DOI: https://doi.org/10.3905/jfi.1998.408229
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  A Primer for Hongkong Mortgage-Backed Securities

  Charles Huang, Susan Hallman and Don Tang

  The Journal of Fixed Income Summer 1998, 8 (1) 33-46; DOI: https://doi.org/10.3905/jfi.1998.408228
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  Recovery and Implied Default in Brady Bonds

  Karan Bhanot

  The Journal of Fixed Income Summer 1998, 8 (1) 47-51; DOI: https://doi.org/10.3905/jfi.1998.408231
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  Term Premium Estimates from Zero-Coupon Bonds

  Upinder S. Dhillon and Dennis J. Lasser

  The Journal of Fixed Income Summer 1998, 8 (1) 52-58; DOI: https://doi.org/10.3905/jfi.1998.408233
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  Swap Spreads Do Matter

  Michael Schumacher

  The Journal of Fixed Income Summer 1998, 8 (1) 59-64; DOI: https://doi.org/10.3905/jfi.1998.408232
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  Valuation of Defaultable Bonds

  Lara Cathcart and Lina El-Jahel

  The Journal of Fixed Income Summer 1998, 8 (1) 65-78; DOI: https://doi.org/10.3905/jfi.1998.408235
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  Duration and Convexity of Coupon Bonds Futures

  Naoki Kishimoto

  The Journal of Fixed Income Summer 1998, 8 (1) 79-83; DOI: https://doi.org/10.3905/jfi.1998.408230