The Journal of Fixed Income

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Understanding Cmos, Remics, and other Mortgage Derivatives
Andrew S. Carron

The Journal of Fixed Income Summer 1992, 2 (1) 25-43; DOI: https://doi.org/10.3905/jfi.1992.408044
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A Valuation Model for Embedded Options in Municipal Bonds
Aarons S. Gurwitz, Peter Knez and Suresh Wadhwani

The Journal of Fixed Income Summer 1992, 2 (1) 102-111; DOI: https://doi.org/10.3905/jfi.1992.408038
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Default Probabilities and Credit-Adjusted Spreads for Non-Agency Mortgage Securities
Christian R. Pestre, Paul A. Richardson and Charles E.. Webster

The Journal of Fixed Income Summer 1992, 2 (1) 7-23; DOI: https://doi.org/10.3905/jfi.1992.408040
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Elementary Growth Model Valuation Expressions for Fixed-Rate Mortgage Pools and Derivatives
Thomas J. O'Brien

The Journal of Fixed Income Summer 1992, 2 (1) 68-79; DOI: https://doi.org/10.3905/jfi.1992.408045
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Determinants of Bond Mutual Fund Performance
Arthur Gudikunst and Joseph Mccarthy

The Journal of Fixed Income Summer 1992, 2 (1) 95-101; DOI: https://doi.org/10.3905/jfi.1992.408041
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Risk and Reward in Cmos
Mark R. Hancock

The Journal of Fixed Income Summer 1992, 2 (1) 51-66; DOI: https://doi.org/10.3905/jfi.1992.408043
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Anatomy of Pac Bonds
Michael Bykhovsky and Lakhbir S Hayre

The Journal of Fixed Income Summer 1992, 2 (1) 44-50; DOI: https://doi.org/10.3905/jfi.1992.408039
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Predicting Interest Rate Volatility
Robert C. Kuberek

The Journal of Fixed Income Spring 1992, 1 (4) 21-27; DOI: https://doi.org/10.3905/jfi.1992.408033
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Changes in Corporate Credit Quality 1970–1990
Douglas J. Lucas and John G. Lonski

The Journal of Fixed Income Spring 1992, 1 (4) 7-14; DOI: https://doi.org/10.3905/jfi.1992.408031
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Term Structure Dynamics and Mortgage Valuation
Oren Cheyette

The Journal of Fixed Income Spring 1992, 1 (4) 28-41; DOI: https://doi.org/10.3905/jfi.1992.408036

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