Table of Contents

Primary Article

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  Corporate Bond Spreads and the Business Cycle

  Andrew Bevan and Francesco Garzarelli

  The Journal of Fixed Income Spring 2000, 9 (4) 8-18; DOI: https://doi.org/10.3905/jfi.2000.319249
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  Modeling Short-Term Interest Rate Volatility

  Gregory Koutmos

  The Journal of Fixed Income Spring 2000, 9 (4) 19-26; DOI: https://doi.org/10.3905/jfi.2000.319250
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  Stability of Transition Densities

  Karan Bhanot

  The Journal of Fixed Income Spring 2000, 9 (4) 27-34; DOI: https://doi.org/10.3905/jfi.2000.319251
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  Pricing European High-Yield New Issues

  M. Christopher Garman

  The Journal of Fixed Income Spring 2000, 9 (4) 35-42; DOI: https://doi.org/10.3905/jfi.2000.319252
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  On Default Correlation

  David X. Li

  The Journal of Fixed Income Spring 2000, 9 (4) 43-54; DOI: https://doi.org/10.3905/jfi.2000.319253
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  Default Correlation Among Investment-Grade Borrowers

  Erkan Erturk

  The Journal of Fixed Income Spring 2000, 9 (4) 55-59; DOI: https://doi.org/10.3905/jfi.2000.319254
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  Modeling the Risk Premium on Eurodollar Bonds

  Andrew D. Clare, M. Currim Oozeer, Richard Preistley and Stephen H. Thomas

  The Journal of Fixed Income Spring 2000, 9 (4) 61-73; DOI: https://doi.org/10.3905/jfi.2000.319255
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  Interbank Interest Rates and the Risk Premium

  Henri Pagès

  The Journal of Fixed Income Spring 2000, 9 (4) 75-95; DOI: https://doi.org/10.3905/jfi.2000.319256