Table of Contents

Primary Article

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  Default Rates in the High-Yield Market

  Sam DeRosa-Farag, Jonathan Blau, Peter Matousek and Indra Chandra

  The Journal of Fixed Income Summer 1999, 9 (1) 7-31; DOI: https://doi.org/10.3905/jfi.1999.319227
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  Modeling the Performance of Active Managers in the Euroland Bond Market

  Mary Fjelstad

  The Journal of Fixed Income Summer 1999, 9 (1) 32-45; DOI: https://doi.org/10.3905/jfi.1999.319228
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  Dealer Polling with Noisy Reporting of Interest Rates

  Jeremy Berkowitz

  The Journal of Fixed Income Summer 1999, 9 (1) 47-54; DOI: https://doi.org/10.3905/jfi.1999.319229
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  Fungible STRIPS for the U.S. Treasury's Inflation-Indexed Securities

  Robin Grieves and Michael W. Sunner

  The Journal of Fixed Income Summer 1999, 9 (1) 55-62; DOI: https://doi.org/10.3905/jfi.1999.319230
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  Comparison of JGB and Bank Debenture Credit Spread Models

  Koichi Miyazaki and Hiroe Tsubaki

  The Journal of Fixed Income Summer 1999, 9 (1) 63-70; DOI: https://doi.org/10.3905/jfi.1999.319231
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  London Inter–Bank Offer Rate (LIBOR) versus Treasury Rate

  Robert Brooks and David Yong Yan

  The Journal of Fixed Income Summer 1999, 9 (1) 71-83; DOI: https://doi.org/10.3905/jfi.1999.319232
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  Duration–Based Hedging with Treasury Bond Futures

  Richard J. Rendleman

  The Journal of Fixed Income Summer 1999, 9 (1) 84-91; DOI: https://doi.org/10.3905/jfi.1999.319233
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  Forecasting the Yield Curve Shape

  Charles p. Dolan

  The Journal of Fixed Income Summer 1999, 9 (1) 92-99; DOI: https://doi.org/10.3905/jfi.1999.319234