Index by author

Fall 2012; Volume 22,Issue 2

C

  1. Chang, Jow-Ran

    1. 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

  2. Crossen, Christopher

    1. 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

H

  1. Hung, Mao-Wei

    1. 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

K

  1. Kapar, Burcu

    1. 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

  2. Kon, Stanley J.

    1. 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

L

  1. Laborda, Ricardo

    1. 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

  2. Li, Zan

    1. 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

  3. Luu, Bac Van

    1. 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

O

  1. Olmo, Jose

    1. 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

P

  1. Plank, Kilian

    1. 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

  2. Prokopczuk, Marcel

    1. 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

T

  1. Tsai, Feng-Tse

    1. 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

V

  1. Vonhoff, Volker

    1. 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

Y

  1. Yu, Peiyi

    1. 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

Z

  1. Zhang, Jing

    1. 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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The Journal of Fixed Income: 22 (2)
The Journal of Fixed Income
Vol. 22, Issue 2
Fall 2012
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