The Journal of Fixed Income: 18 (4)

The Journal of Fixed Income

Spring 2009; Volume 18,Issue 4

Open Access
Editor's Letter
Stanley J Kon

The Journal of Fixed Income Spring 2009, 18 (4) 1; DOI: https://doi.org/10.3905/JFI.2009.18.4.001
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Modeling Swap Spreads in Normal and Stressed Environments
Vineer Bhansali, Yonathan Schwarzkopf and Mark B Wise

The Journal of Fixed Income Spring 2009, 18 (4) 5-23; DOI: https://doi.org/10.3905/JFI.2009.18.4.005
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Dynamic Spillover of Money Market Turmoil from FX Swap to Cross-Currency Swap Markets: Evidence from the 2007–2008 Turmoil
Naohiko Baba

The Journal of Fixed Income Spring 2009, 18 (4) 24-38; DOI: https://doi.org/10.3905/JFI.2009.18.4.024
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An Empirical Investigation of MBS Liquidity Risk
Jinyong Kim

The Journal of Fixed Income Spring 2009, 18 (4) 39-46; DOI: https://doi.org/10.3905/JFI.2009.18.4.039
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Predicting Short-Term Eurodollar Futures
Choong Tze Chua, Krishna Ramaswamy and Robert A Stine

The Journal of Fixed Income Spring 2009, 18 (4) 47-61; DOI: https://doi.org/10.3905/JFI.2009.18.4.047
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Valuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBS
Takaaki Ozeki, Yuji Umezawa, Akira Yamazaki and Daisuke Yoshikawa

The Journal of Fixed Income Spring 2009, 18 (4) 62-77; DOI: https://doi.org/10.3905/JFI.2009.18.4.062
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Fixed-Income Portfolio Allocation Including Hedge Fund Strategies: A Copula Opinion Pooling Approach
Michael Stein, Roland Füss and Wolfgang Drobetz

The Journal of Fixed Income Spring 2009, 18 (4) 78-91; DOI: https://doi.org/10.3905/JFI.2009.18.4.078

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