Table of Contents

Article

• 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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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
• You have access

  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