Fixed Income Articles

KatyaEv · February 20th, 2006, 10:43 am

Please help! Does anyone have the following papers? Would very much appreciate it. Thank you1. "Market's Rate Expectations and Forward Rates" Journal of Fixed Income,Sep 1996 2. "Does duration extension enhance long-term expected returns", J of fixedincome, Sep 1996 3. "Dynamics of the Shape of the Yield Curve" Journal of Fixed Income (Sep1997) 4. "Forecasting U.S. Bond Returns" J of Fixed Income, June 1997 5. "Stock-Bond Correlations" Journal of Fixed Income Sep 2003

nicke · February 20th, 2006, 12:28 pm

Have you seen these?

KatyaEv · February 20th, 2006, 7:29 pm

Thanks, NickeAll in one go :-)However still can not find the last one: "Stock-Bond Correlation", J of Fixed Income, Sept 2003 :-(Any clue?Also looking for the book "Advanced Fixed Income valuation Tools" by Narasimagan Jegadeesh. Any e-version around?Thanks

kitchenware · February 21st, 2006, 10:17 am

JSTOR

KatyaEv · February 21st, 2006, 2:57 pm

Thank, Kitchenware,I have also found another good one where the Journal of Fixed Income available:http://search.epnet.com/athens.asp