Table of Contents

Article

• Open Access

  Editor’s Letter

  Stanley J Kon

  The Journal of Fixed Income Fall 2009, 19 (2) 1-2; DOI: https://doi.org/10.3905/jfi.2009.19.2.001
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  Ex Ante Estimation of a Firm's Distress Risk Parameters from Bond Transaction Data

  Sugato Chakravarty and Padma Kadiyala

  The Journal of Fixed Income Fall 2009, 19 (2) 6-22; DOI: https://doi.org/10.3905/jfi.2009.19.2.006
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  Modeling Bankruptcy Proceedings for High-Yield Debt Portfolios

  Dror Parnes

  The Journal of Fixed Income Fall 2009, 19 (2) 23-33; DOI: https://doi.org/10.3905/jfi.2009.19.2.023
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  Credit Default Swap Auctions and Price Discovery

  Jean Helwege, Samuel Maurer, Asani Sarkar and Yuan Wang

  The Journal of Fixed Income Fall 2009, 19 (2) 34-42; DOI: https://doi.org/10.3905/jfi.2009.19.2.034
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  Liquidity Biases in TRACE

  Jens Dick-Nielsen

  The Journal of Fixed Income Fall 2009, 19 (2) 43-55; DOI: https://doi.org/10.3905/jfi.2009.19.2.043
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  Optimal, Static Hedging for Collateralized Mortgage Obligations

  Michael Landrigan and Yury Gryazin

  The Journal of Fixed Income Fall 2009, 19 (2) 56-62; DOI: https://doi.org/10.3905/jfi.2009.19.2.056
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  Monetary Policy and Interest Rate Factors

  Gerald W Buetow, Frank J Fabozzi and Brian J Henderson

  The Journal of Fixed Income Fall 2009, 19 (2) 63-70; DOI: https://doi.org/10.3905/jfi.2009.19.2.063
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  How Valuable are the TALF Puts?

  Vineer Bhansali and Mark B Wise

  The Journal of Fixed Income Fall 2009, 19 (2) 71-75; DOI: https://doi.org/10.3905/jfi.2009.19.2.071