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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Winter 1998; Volume 8,Issue 3

Primary Article

  • You have access
    Systematic Risk in Corporate Bond Credit Spreads
    Monica Pedrosa and Richard Roll
    The Journal of Fixed Income Winter 1998, 8 (3) 7-26; DOI: https://doi.org/10.3905/jfi.1998.408249
  • You have access
    The Volatility of Interest Rates Across Maturities and Frequencies
    Gregory Koutmos
    The Journal of Fixed Income Winter 1998, 8 (3) 27-31; DOI: https://doi.org/10.3905/jfi.1998.408251
  • You have access
    Including Defaulted Bonds in the Capital Market Asset Spectrum
    Frank K. Reilly, David J. Wright and Edward I. Altman
    The Journal of Fixed Income Winter 1998, 8 (3) 33-48; DOI: https://doi.org/10.3905/jfi.1998.408247
  • You have access
    Callable Pass-Throughs
    Laurie S Goodman and Jeffrey Ho
    The Journal of Fixed Income Winter 1998, 8 (3) 49-56; DOI: https://doi.org/10.3905/jfi.1998.408245
  • You have access
    Riding the Yield Curve
    Sharon Ang, Lakshman Alles and David E Allen
    The Journal of Fixed Income Winter 1998, 8 (3) 57-74; DOI: https://doi.org/10.3905/jfi.1998.408248
  • You have access
    A Portfolio Approach to TIPS
    Gerald Lucas and Timothy Quek
    The Journal of Fixed Income Winter 1998, 8 (3) 75-84; DOI: https://doi.org/10.3905/jfi.1998.408244
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    The Term Structure, the CAPM, and the Market Risk Premium
    Bradford Cornell
    The Journal of Fixed Income Winter 1998, 8 (3) 85-88; DOI: https://doi.org/10.3905/jfi.1998.408250
  • You have access
    Erosion of Principal and the Rebasing Illusion
    Martin S. Fridson and M. Christopher Garman
    The Journal of Fixed Income Winter 1998, 8 (3) 89-98; DOI: https://doi.org/10.3905/jfi.1998.408246
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The Journal of Fixed Income
Vol. 8, Issue 3
Winter 1998
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