The Journal of Fixed Income: 19 (2)

The Journal of Fixed Income

Fall 2009; Volume 19,Issue 2

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

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