The Journal of Fixed Income: 20 (2)

The Journal of Fixed Income

Fall 2010; Volume 20,Issue 2

Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Fall 2010, 20 (2) 1; DOI: https://doi.org/10.3905/jfi.2010.20.2.001
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Why Did Auction Rate Bond Auctions Fail during 2007–2008?
Baixiao Liu, John J. McConnell and Alessio Saretto

The Journal of Fixed Income Fall 2010, 20 (2) 5-18; DOI: https://doi.org/10.3905/jfi.2010.20.2.005
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Second Liens: How Important?
Laurie S. Goodman, Roger Ashworth, Brian Landy and Ke Yin

The Journal of Fixed Income Fall 2010, 20 (2) 19-30; DOI: https://doi.org/10.3905/jfi.2010.20.2.019
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Corporate Credit Default Swap Liquidity and Its Implications
for Corporate Bond Spreads
Ren-Raw Chen, Frank J. Fabozzi and Ronald Sverdlove

The Journal of Fixed Income Fall 2010, 20 (2) 31-57; DOI: https://doi.org/10.3905/jfi.2010.20.2.031
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Revisiting the Altman Definition of Distressed Debt and a
New Mechanism for Measuring the Liquidity Premium of
the High-Yield Market
José F. González-Heres, Ping Chen and Steven S. Shin

The Journal of Fixed Income Fall 2010, 20 (2) 58-79; DOI: https://doi.org/10.3905/jfi.2010.20.2.058
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Corporate Bond Pricing and the Effects of Endogenous Default and Call Options
Gady Jacoby and Ilona Shiller

The Journal of Fixed Income Fall 2010, 20 (2) 80-100; DOI: https://doi.org/10.3905/jfi.2010.20.2.080
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Momentum and Reversal Effects in Corporate Bond Prices and Credit Cycles
Libor Pospisil and Jing Zhang

The Journal of Fixed Income Fall 2010, 20 (2) 101-115; DOI: https://doi.org/10.3905/jfi.2010.20.2.101

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