The Journal of Fixed Income: 20 (1)

The Journal of Fixed Income

Summer 2010; Volume 20,Issue 1

Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Summer 2010, 20 (1) 1; DOI: https://doi.org/10.3905/jfi.2010.20.1.001
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Empirical Duration of Corporate Bonds and Credit Market Segmentation
Madhur Ambastha, Arik Ben Dor, Lev Dynkin, Jay Hyman and Vadim Konstantinovsky

The Journal of Fixed Income Summer 2010, 20 (1) 5-27; DOI: https://doi.org/10.3905/jfi.2010.20.1.005
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A Liquidity-Based Explanation of Convertible Arbitrage Alphas
George Batta, George Chacko and Bala G. Dharan

The Journal of Fixed Income Summer 2010, 20 (1) 28-43; DOI: https://doi.org/10.3905/jfi.2010.20.1.028
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Introducing the Citi LMM Term Structure Model for Mortgages
Yakov Karpishpan, Ozgur Turel and Alexander Hasha

The Journal of Fixed Income Summer 2010, 20 (1) 44-58; DOI: https://doi.org/10.3905/jfi.2010.20.1.044
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An Indirect Approach to Estimate the Jumbo-Conforming Spread
Zhiyong An

The Journal of Fixed Income Summer 2010, 20 (1) 59-66; DOI: https://doi.org/10.3905/jfi.2010.20.1.059
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Build America Bonds
Andrew Ang, Vineer Bhansali and Yuhang Xing

The Journal of Fixed Income Summer 2010, 20 (1) 67-73; DOI: https://doi.org/10.3905/jfi.2010.20.1.067
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Dynamic Linkages among Major Sovereign Bond Yields
Nikiforos T. Laopodis

The Journal of Fixed Income Summer 2010, 20 (1) 74-87; DOI: https://doi.org/10.3905/jfi.2010.20.1.074