Table of Contents

Primary Article

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  Time-Varying Empirical Duration and Slope Effects for Mortgage-Backed Securities

  Stanley J. Kon and Christine Y. Polek

  The Journal of Fixed Income Fall 1998, 8 (2) 7-28; DOI: https://doi.org/10.3905/jfi.1998.408242
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  A LIBOR-Based Approach to Modeling the Mortgage Basis

  Laurie S Goodman and Jeffrey Ho

  The Journal of Fixed Income Fall 1998, 8 (2) 29-35; DOI: https://doi.org/10.3905/jfi.1998.408236
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  Dynamic Cross Hedging with Mortgage-Backed Securities

  Gregory Koutmos, Kenneth F. Kroner and Andreas Pericli

  The Journal of Fixed Income Fall 1998, 8 (2) 37-51; DOI: https://doi.org/10.3905/jfi.1998.408239
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  Binary Tree Interest Rate Models with Risk Premiums

  Malcolm C. Easton

  The Journal of Fixed Income Fall 1998, 8 (2) 53-59; DOI: https://doi.org/10.3905/jfi.1998.408237
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  The Pricing of High-Yield Debt IPOs

  Jean Helwege and Paul Kleiman

  The Journal of Fixed Income Fall 1998, 8 (2) 61-68; DOI: https://doi.org/10.3905/jfi.1998.408241
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  Coupon Effects and the Pricing of Japanese Government Bonds

  Young Ho Eom, Marti G. Subrahmanyam and Jun Uno

  The Journal of Fixed Income Fall 1998, 8 (2) 69-86; DOI: https://doi.org/10.3905/jfi.1998.408238
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  The Impact of Volatility on Duration of Amortizing Debt with Embedded Call Options

  Bryan Stanhouse and Duane R stock

  The Journal of Fixed Income Fall 1998, 8 (2) 87-94; DOI: https://doi.org/10.3905/jfi.1998.408240
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  Valuing Convertible Bonds with Credit Risk

  Kostas Tsiveriotis and Chris Fernandes

  The Journal of Fixed Income Fall 1998, 8 (2) 95-102; DOI: https://doi.org/10.3905/jfi.1998.408243