Table of Contents

Winter 1998; Volume 8,Issue 3

A

  1. Allen, David E

    1. Riding the Yield Curve
      Sharon Ang, Lakshman Alles and David E Allen
      The Journal of Fixed Income Winter 1998, 8 (3) 57-74; DOI: https://doi.org/10.3905/jfi.1998.408248

  2. Alles, Lakshman

    1. Riding the Yield Curve
      Sharon Ang, Lakshman Alles and David E Allen
      The Journal of Fixed Income Winter 1998, 8 (3) 57-74; DOI: https://doi.org/10.3905/jfi.1998.408248

  3. Altman, Edward I.

    1. Including Defaulted Bonds in the Capital Market Asset Spectrum
      Frank K. Reilly, David J. Wright and Edward I. Altman
      The Journal of Fixed Income Winter 1998, 8 (3) 33-48; DOI: https://doi.org/10.3905/jfi.1998.408247

  4. Ang, Sharon

    1. Riding the Yield Curve
      Sharon Ang, Lakshman Alles and David E Allen
      The Journal of Fixed Income Winter 1998, 8 (3) 57-74; DOI: https://doi.org/10.3905/jfi.1998.408248

C

  1. Cornell, Bradford

    1. The Term Structure, the CAPM, and the Market Risk Premium
      Bradford Cornell
      The Journal of Fixed Income Winter 1998, 8 (3) 85-88; DOI: https://doi.org/10.3905/jfi.1998.408250

F

  1. Fridson, Martin S.

    1. Erosion of Principal and the Rebasing Illusion
      Martin S. Fridson and M. Christopher Garman
      The Journal of Fixed Income Winter 1998, 8 (3) 89-98; DOI: https://doi.org/10.3905/jfi.1998.408246

G

  1. Garman, M. Christopher

    1. Erosion of Principal and the Rebasing Illusion
      Martin S. Fridson and M. Christopher Garman
      The Journal of Fixed Income Winter 1998, 8 (3) 89-98; DOI: https://doi.org/10.3905/jfi.1998.408246

  2. Goodman, Laurie S

    1. Callable Pass-Throughs
      Laurie S Goodman and Jeffrey Ho
      The Journal of Fixed Income Winter 1998, 8 (3) 49-56; DOI: https://doi.org/10.3905/jfi.1998.408245

H

  1. Ho, Jeffrey

    1. Callable Pass-Throughs
      Laurie S Goodman and Jeffrey Ho
      The Journal of Fixed Income Winter 1998, 8 (3) 49-56; DOI: https://doi.org/10.3905/jfi.1998.408245

K

  1. Koutmos, Gregory

    1. The Volatility of Interest Rates Across Maturities and Frequencies
      Gregory Koutmos
      The Journal of Fixed Income Winter 1998, 8 (3) 27-31; DOI: https://doi.org/10.3905/jfi.1998.408251

L

  1. Lucas, Gerald

    1. A Portfolio Approach to TIPS
      Gerald Lucas and Timothy Quek
      The Journal of Fixed Income Winter 1998, 8 (3) 75-84; DOI: https://doi.org/10.3905/jfi.1998.408244

P

  1. Pedrosa, Monica

    1. Systematic Risk in Corporate Bond Credit Spreads
      Monica Pedrosa and Richard Roll
      The Journal of Fixed Income Winter 1998, 8 (3) 7-26; DOI: https://doi.org/10.3905/jfi.1998.408249

Q

  1. Quek, Timothy

    1. A Portfolio Approach to TIPS
      Gerald Lucas and Timothy Quek
      The Journal of Fixed Income Winter 1998, 8 (3) 75-84; DOI: https://doi.org/10.3905/jfi.1998.408244

R

  1. Reilly, Frank K.

    1. Including Defaulted Bonds in the Capital Market Asset Spectrum
      Frank K. Reilly, David J. Wright and Edward I. Altman
      The Journal of Fixed Income Winter 1998, 8 (3) 33-48; DOI: https://doi.org/10.3905/jfi.1998.408247

  2. Roll, Richard

    1. Systematic Risk in Corporate Bond Credit Spreads
      Monica Pedrosa and Richard Roll
      The Journal of Fixed Income Winter 1998, 8 (3) 7-26; DOI: https://doi.org/10.3905/jfi.1998.408249

W

  1. Wright, David J.

    1. Including Defaulted Bonds in the Capital Market Asset Spectrum
      Frank K. Reilly, David J. Wright and Edward I. Altman
      The Journal of Fixed Income Winter 1998, 8 (3) 33-48; DOI: https://doi.org/10.3905/jfi.1998.408247
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The Journal of Fixed Income
Vol. 8, Issue 3
Winter 1998
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