Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Spring 2011; Volume 20,Issue 4
  • Open Access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Spring 2011, 20 (4) 1; DOI: https://doi.org/10.3905/jfi.2011.20.4.001
  • You have access
    Strategic Defaults on First and Second Lien Mortgages
    during the Financial Crisis
    Julapa Jagtiani and William W. Lang
    The Journal of Fixed Income Spring 2011, 20 (4) 7-23; DOI: https://doi.org/10.3905/jfi.2011.20.4.007
  • You have access
    Diversification Potential of Structured Securities
    Kilian Plank
    The Journal of Fixed Income Spring 2011, 20 (4) 24-32; DOI: https://doi.org/10.3905/jfi.2011.20.4.024
  • You have access
    Fallen Angels: Characteristics, Performance, and
    Implications for Investors
    Arik Ben Dor and Zhe Xu
    The Journal of Fixed Income Spring 2011, 20 (4) 33-58; DOI: https://doi.org/10.3905/jfi.2011.20.4.033
  • You have access
    Are Liquidity and Counterparty Risk Priced in the Credit Default Swap Market?
    Xiaoling Pu, Junbo Wang and Chunchi Wu
    The Journal of Fixed Income Spring 2011, 20 (4) 59-79; DOI: https://doi.org/10.3905/jfi.2011.20.4.059
  • You have access
    Forecasting Bond Returns Using Jumps in Intraday Prices
    Johan Duyvesteyn, Martin Martens and Siawash Safavi Nic
    The Journal of Fixed Income Spring 2011, 20 (4) 80-90; DOI: https://doi.org/10.3905/jfi.2011.20.4.080
  • You have access
    Anisotropic Credit Scheme for Municipal Revenue Bonds
    Dror Parnes
    The Journal of Fixed Income Spring 2011, 20 (4) 91-99; DOI: https://doi.org/10.3905/jfi.2011.20.4.091
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Fixed Income: 20 (4)
The Journal of Fixed Income
Vol. 20, Issue 4
Spring 2011
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies