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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Fall 1998; Volume 8,Issue 2

Primary Article

  • You have access
    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
  • You have access
    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
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The Journal of Fixed Income
Vol. 8, Issue 2
Fall 1998
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