Table of Contents

Primary Article

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  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
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  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
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  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
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  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
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  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
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  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
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  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