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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Spring 1999; Volume 8,Issue 4

Editorial

  • Open Access
    Editor's Letter
    The Journal of Fixed Income Spring 1999, 8 (4) 1-2; DOI: https://doi.org/10.3905/jfi.1999.390842

Primary Article

  • You have access
    MBS Index Returns
    Lev Dynkin, Jay Hyman, Vadim Konstantinovsky and Nancy Roth
    The Journal of Fixed Income Spring 1999, 8 (4) 9-23; DOI: https://doi.org/10.3905/jfi.1999.319241
  • You have access
    Implementation of the BDT Model with Different Volatility Estimators
    Turan G. Bali and Ahmet K. Karagozoglu
    The Journal of Fixed Income Spring 1999, 8 (4) 24-34; DOI: https://doi.org/10.3905/jfi.1999.319242
  • You have access
    Distributional Properties of Spot and Forward Interest Rates
    Ilias Lekkos
    The Journal of Fixed Income Spring 1999, 8 (4) 35-54; DOI: https://doi.org/10.3905/jfi.1999.319243
  • You have access
    Hong Kong Residential Mortgage Prepayment Analysis and Modeling
    Charles Huang, Sharon Wong, Don Tang and Ming Liu
    The Journal of Fixed Income Spring 1999, 8 (4) 55-66; DOI: https://doi.org/10.3905/jfi.1999.319244
  • You have access
    A Simple Non-Parametric Approach to Bond Futures Option Pricing
    Michael Stutzer and Muinul Chowdhury
    The Journal of Fixed Income Spring 1999, 8 (4) 67-76; DOI: https://doi.org/10.3905/jfi.1999.319245
  • You have access
    Equity Financing Transactions
    Ravi Myneni
    The Journal of Fixed Income Spring 1999, 8 (4) 77-84; DOI: https://doi.org/10.3905/jfi.1999.319246
  • You have access
    Implementing No-Arbitrage Term Structure of Interest Rate Models in Discrete Time When Interest Rates Are Normally Distributed
    Dwight M Grant and Gautam Vora
    The Journal of Fixed Income Spring 1999, 8 (4) 85-98; DOI: https://doi.org/10.3905/jfi.1999.319247
  • You have access
    On the Comovement of Bond Yield Spreads and Country Risk Ratings
    Bert Scholtens and Ramon Tol
    The Journal of Fixed Income Spring 1999, 8 (4) 100-103; DOI: https://doi.org/10.3905/jfi.1999.319248
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The Journal of Fixed Income
Vol. 8, Issue 4
Spring 1999
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