The Journal of Fixed Income

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Modeling The Bond Market For Forecasting Purposes
Tom Faflina, Yajun Peng and Edward F Renshaw

The Journal of Fixed Income Winter 1992, 2 (3) 88-91; DOI: https://doi.org/10.3905/jfi.1992.408057
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Pricing Efficiency In The Secondary Market For Investment-Grade Corporate Bonds
Adam K. Gehr and Terrence F. Martell

The Journal of Fixed Income Winter 1992, 2 (3) 24-38; DOI: https://doi.org/10.3905/jfi.1992.408058
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Beyond Duration
Michael Waldman

The Journal of Fixed Income Winter 1992, 2 (3) 5-15; DOI: https://doi.org/10.3905/jfi.1992.408055
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What Drives The Flows of High-Yield Mutual Funds?
Martin S. Fridson, Michael A. Cherry, Joseph A. Kim and Stephen W. Weiss

The Journal of Fixed Income Winter 1992, 2 (3) 47-59; DOI: https://doi.org/10.3905/jfi.1992.408060
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The Lengthening Of The Government Market
Laurie S. Goodman and Thomas J Sowanick

The Journal of Fixed Income Winter 1992, 2 (3) 77-86; DOI: https://doi.org/10.3905/jfi.1992.408059
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Analysis Of Mortgage Servicing Portfolios
Scott Brown, Lakhbir S Hayre, Kenneth Lauterbach, Richard Payne and Thomas Zimmerman

The Journal of Fixed Income Winter 1992, 2 (3) 60-75; DOI: https://doi.org/10.3905/jfi.1992.408054
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Managing Yield Curve Exposure
Thomas E. Klaffky, Y.Y. Ma and Ardavan Nozari

The Journal of Fixed Income Winter 1992, 2 (3) 39-45; DOI: https://doi.org/10.3905/jfi.1992.408056
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Mortgage Portfolio Prepayment Rates
Robert B. Perry

The Journal of Fixed Income Fall 1992, 2 (2) 21-28; DOI: https://doi.org/10.3905/jfi.1992.408050
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Key Rate Durations
Thomas S.Y. Ho

The Journal of Fixed Income Fall 1992, 2 (2) 29-44; DOI: https://doi.org/10.3905/jfi.1992.408049
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Basis and the Choice Between Futures and Cash
Mark Koenigsberg and Yiorgos Bqurtzos

The Journal of Fixed Income Fall 1992, 2 (2) 45-56; DOI: https://doi.org/10.3905/jfi.1992.408047

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