Table of Contents

Article

• Open Access

  Editor's Letter

  Stanley J Kon

  The Journal of Fixed Income Winter 2009, 18 (3) 2; DOI: https://doi.org/10.3905/JFI.2009.18.3.002
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  A Unified Credit and Interest Rate Arbitrage-Free Contingent Claim Model

  Thomas S.Y Ho and Sang Bin Lee

  The Journal of Fixed Income Winter 2009, 18 (3) 5-17; DOI: https://doi.org/10.3905/JFI.2009.18.3.005
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  Credit Default Swap Market Determinants

  Caitlin Ann Greatrex

  The Journal of Fixed Income Winter 2009, 18 (3) 18-32; DOI: https://doi.org/10.3905/JFI.2009.18.3.018
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  Volatility Transmission Among the CDS, Equity, and Bond Markets

  Lei Meng, Owain ap Gwilym and José Varas

  The Journal of Fixed Income Winter 2009, 18 (3) 33-46; DOI: https://doi.org/10.3905/JFI.2009.18.3.033
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  The Structural Change in Mortgage–Treasury Spreads during the Credit Crunch

  Mashayekh-Ahangarani Pouyan

  The Journal of Fixed Income Winter 2009, 18 (3) 47-51; DOI: https://doi.org/10.3905/JFI.2009.18.3.047
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  Returns-Based Style Analysis of Convertible Bond Funds

  Dale L. Domian and William R Reichenstein

  The Journal of Fixed Income Winter 2009, 18 (3) 52-64; DOI: https://doi.org/10.3905/JFI.2009.18.3.052
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  What Makes the Municipal Yield Curve Rise?

  Andrew J. Kalotay and Michael P. Dorigan

  The Journal of Fixed Income Winter 2009, 18 (3) 65-71; DOI: https://doi.org/10.3905/JFI.2009.18.3.065