Table of Contents

Primary Article

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  Equity Valuation Effects of the Issuance of Convertible Bonds

  Simon Wolfe, Stavros Daliakopoulos and Owain AP Gwilym

  The Journal of Fixed Income Winter 1999, 9 (3) 7-18; DOI: https://doi.org/10.3905/jfi.1999.319224
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  Investment-Grade Private Placement Loan Spreads

  Randolph L. Hood

  The Journal of Fixed Income Winter 1999, 9 (3) 19-34; DOI: https://doi.org/10.3905/jfi.1999.319225
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  Dynamics of the Short-Term Interest Rate after the 1979–1982 Monetary Experiment

  Hua Zhang

  The Journal of Fixed Income Winter 1999, 9 (3) 35-42; DOI: https://doi.org/10.3905/jfi.1999.319226
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  Consistent versus Non-Consistent Term Structure Models

  Javier F. Navas

  The Journal of Fixed Income Winter 1999, 9 (3) 42-60; DOI: https://doi.org/10.3905/jfi.1999.319219
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  An Empirical Analysis of the Common Factors Governing U.S. Dollar-LIBOR Implied Volatility Movements

  Pavan Wadhwa

  The Journal of Fixed Income Winter 1999, 9 (3) 61-68; DOI: https://doi.org/10.3905/jfi.1999.319220
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  Quadratic Interest Rate Models as Approximations to Effective Rate Models

  Phelim P. Boyle and Weidong Tian

  The Journal of Fixed Income Winter 1999, 9 (3) 69-80; DOI: https://doi.org/10.3905/jfi.1999.319221
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  On the Origin and Interpretation of OAS

  Paul H Kupiec and Adama Kah

  The Journal of Fixed Income Winter 1999, 9 (3) 82-92; DOI: https://doi.org/10.3905/jfi.1999.319222
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  A Note on the Solution to a Three-Factor Affine Term Structure Model

  Craig Merrill and Kabir Dutta

  The Journal of Fixed Income Winter 1999, 9 (3) 93-95; DOI: https://doi.org/10.3905/jfi.1999.319223