The Journal of Fixed Income

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Modeling the Term Structure of Interest Rate in Japan
Tadashi Kikugawa and Kenneth J. Singleton

The Journal of Fixed Income Fall 1994, 4 (2) 6-16; DOI: https://doi.org/10.3905/jfi.1994.408111
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Risk Factor Analysis and Portfolio Immunization in the Italian Bond Market
Rita L. D'ecclesia and Stavros A. Zenios

The Journal of Fixed Income Fall 1994, 4 (2) 51-58; DOI: https://doi.org/10.3905/jfi.1994.408113
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An Empirical Analysis of U.S. Treasury Auctions
Suresh Sundaresan

The Journal of Fixed Income Fall 1994, 4 (2) 35-50; DOI: https://doi.org/10.3905/jfi.1994.408109
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National Risk in Global Fixed-Income Allocation
Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta

The Journal of Fixed Income Fall 1994, 4 (2) 17-26; DOI: https://doi.org/10.3905/jfi.1994.408112
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Who Took the Slope out of the Municipal Yield Curve?
Joseph A. Farinella and Timothy W. Koch

The Journal of Fixed Income Fall 1994, 4 (2) 59-65; DOI: https://doi.org/10.3905/jfi.1994.408115
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Have the Benefits of International Diversification Diminished?
Thomas Iben and Robert B Litterman

The Journal of Fixed Income Fall 1994, 4 (2) 27-34; DOI: https://doi.org/10.3905/jfi.1994.408110
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Fitting Yield Curves and Forward Rate Curves With Maximum Smoothness
Kenneth J. Adams and Donald R. Van Deventer

The Journal of Fixed Income Summer 1994, 4 (1) 52-62; DOI: https://doi.org/10.3905/jfi.1994.408102
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Credit Loss Distributions and Required Capital For Derivatives Portfolios
Ben Iben and Rupert Brotherton-Ratcliffe

The Journal of Fixed Income Summer 1994, 4 (1) 6-14; DOI: https://doi.org/10.3905/jfi.1994.408101
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Prepayments on Sba-Backed Securities
Willlam Brodie

The Journal of Fixed Income Summer 1994, 4 (1) 15-26; DOI: https://doi.org/10.3905/jfi.1994.408105
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The Value Of Duration As A Risk Measure for Corporate Debt
Antti Ilmanen, Donald McGuire and Arthur D Warga

The Journal of Fixed Income Summer 1994, 4 (1) 70-76; DOI: https://doi.org/10.3905/jfi.1994.408108

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