Table of Contents

Primary Article

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  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
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  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
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  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
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  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
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  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
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  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
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  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
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  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