Table of Contents

Fall 2009; Volume 19,Issue 2

B

  1. Bhansali, Vineer

    1. 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

  2. Buetow, Gerald W

    1. 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

C

  1. Chakravarty, Sugato

    1. 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

D

  1. Dick-Nielsen, Jens

    1. 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

F

  1. Fabozzi, Frank J

    1. 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

G

  1. Gryazin, Yury

    1. 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

H

  1. Helwege, Jean

    1. 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

  2. Henderson, Brian J

    1. 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

K

  1. Kadiyala, Padma

    1. 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

  2. Kon, Stanley J

    1. 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

L

  1. Landrigan, Michael

    1. 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

M

  1. Maurer, Samuel

    1. 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

P

  1. Parnes, Dror

    1. 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

S

  1. Sarkar, Asani

    1. 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

W

  1. Wang, Yuan

    1. 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

  2. Wise, Mark B

    1. 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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The Journal of Fixed Income: 19 (2)
The Journal of Fixed Income
Vol. 19, Issue 2
Fall 2009
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