The Journal of Fixed Income: 21 (3)

The Journal of Fixed Income

Winter 2012; Volume 21,Issue 3

Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2012, 21 (3) 1; DOI: https://doi.org/10.3905/jfi.2012.21.3.001
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Determinants of Primary Market Spreads on U.K. Residential Mortgage-Backed Securities and the Implications for Investor Reliance on Credit Ratings
Frank J. Fabozzi and Dennis Vink

The Journal of Fixed Income Winter 2012, 21 (3) 7-14; DOI: https://doi.org/10.3905/jfi.2012.21.3.007
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Solving the Housing Crisis: Investors Need to Play
Vital Role
Laurie S. Goodman, Roger Ashworth, Brian Landy and Lidan Yang

The Journal of Fixed Income Winter 2012, 21 (3) 15-30; DOI: https://doi.org/10.3905/jfi.2012.21.3.015
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The Impact of Major Events from the Recent Financial
Crisis on Credit Default Swaps
Alex YiHou Huang, Chung-Hua Shen and Chih-Chun Chen

The Journal of Fixed Income Winter 2012, 21 (3) 31-43; DOI: https://doi.org/10.3905/jfi.2012.21.3.031
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Estimating the Joint Probability of Default Using Credit
Default Swap and Bond Data
Riccardo Pianeti, Rosella Giacometti and Valentina Acerbis

The Journal of Fixed Income Winter 2012, 21 (3) 44-58; DOI: https://doi.org/10.3905/jfi.2012.21.3.044
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Valuing a Liquidity Discount
Ren-Raw Chen

The Journal of Fixed Income Winter 2012, 21 (3) 59-73; DOI: https://doi.org/10.3905/jfi.2012.21.3.059
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Fallen Angels and Price Pressure
Brent W. Ambrose, Kelly N. Cai and Jean Helwege

The Journal of Fixed Income Winter 2012, 21 (3) 74-86; DOI: https://doi.org/10.3905/jfi.2012.21.3.074

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