The Journal of Fixed Income: 18 (3)

The Journal of Fixed Income

Winter 2009; Volume 18,Issue 3

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