Table of Contents

Article

• 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