The Journal of Fixed Income: 22 (2)

The Journal of Fixed Income

Fall 2012; Volume 22,Issue 2

Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Fall 2012, 22 (2) 1; DOI: https://doi.org/10.3905/jfi.2012.22.2.001
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Integration of Structured Finance Exposures in the
Basel II Model: Analytical Results
Kilian Plank

The Journal of Fixed Income Fall 2012, 22 (2) 7-18; DOI: https://doi.org/10.3905/jfi.2012.22.2.007
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Risk Premia in Covered Bond Markets
Marcel Prokopczuk and Volker Vonhoff

The Journal of Fixed Income Fall 2012, 22 (2) 19-29; DOI: https://doi.org/10.3905/jfi.2012.22.2.019
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Long-Run Risk Dynamics, Instabilities, and Breaks on European Credit Markets over a Crisis Period
Burcu Kapar, Ricardo Laborda and Jose Olmo

The Journal of Fixed Income Fall 2012, 22 (2) 31-43; DOI: https://doi.org/10.3905/jfi.2012.22.2.031
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Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching Framework
Jow-Ran Chang, Mao-Wei Hung and Feng-Tse Tsai

The Journal of Fixed Income Fall 2012, 22 (2) 44-56; DOI: https://doi.org/10.3905/jfi.2012.22.2.044
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A Model-Based Approach to Constructing Corporate Bond Portfolios
Zan Li, Jing Zhang and Christopher Crossen

The Journal of Fixed Income Fall 2012, 22 (2) 57-71; DOI: https://doi.org/10.3905/jfi.2012.22.2.057
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Momentum in Government-Bond Markets
Bac Van Luu and Peiyi Yu

The Journal of Fixed Income Fall 2012, 22 (2) 72-79; DOI: https://doi.org/10.3905/jfi.2012.22.2.072