The Journal of Fixed Income: 22 (1)

The Journal of Fixed Income

Summer 2012; Volume 22,Issue 1

Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Summer 2012, 22 (1) 1; DOI: https://doi.org/10.3905/jfi.2012.22.1.001
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Specification Risk and Calibration Effects of a Multifactor Credit Portfolio Model
Gregor Dorfleitner, Matthias Fischer and Marco Geidosch

The Journal of Fixed Income Summer 2012, 22 (1) 7-24; DOI: https://doi.org/10.3905/jfi.2012.22.1.007
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Corporate Bonds, Macroeconomic News, and Investor Flows
Arjun Chatrath, Hong Miao, Sanjay Ramchander and Sriram Villupuram

The Journal of Fixed Income Summer 2012, 22 (1) 25-40; DOI: https://doi.org/10.3905/jfi.2012.22.1.025
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Does the Local Rating Agency Provide Reliable
Credit Ratings? An Empirical Analysis from an Emerging Market
Ruey-Ching Hwang, Huimin Chung, Jhao-Siang Siao and Chia-Liang Lin

The Journal of Fixed Income Summer 2012, 22 (1) 41-51; DOI: https://doi.org/10.3905/jfi.2012.22.1.041
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Analyzing the Changing Term Structure and Expectations
of U.S. Treasury Default Risk
Srinivas Nippani and Stanley D. Smith

The Journal of Fixed Income Summer 2012, 22 (1) 52-60; DOI: https://doi.org/10.3905/jfi.2012.22.1.052
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Modeling Prepayments and Defaults for U.K. Nonconforming RMBS
Abhinav Kamra, Lakhbir Hayre and Sudhir Chiluveru

The Journal of Fixed Income Summer 2012, 22 (1) 61-78; DOI: https://doi.org/10.3905/jfi.2012.22.1.061
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On the Relative Yields of Taxable and Municipal Bonds: A Theory of the Tax Structure of Interest Rates
Bradford D. Jordan

The Journal of Fixed Income Summer 2012, 22 (1) 79-87; DOI: https://doi.org/10.3905/jfi.2012.22.1.079

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