Index by author
Summer 2013; Volume 23,Issue 1
B
Batiz-Zuk, Enrique
- You have accessStructural Credit Loss Distributions
under Non-NormalityEnrique Batiz-Zuk, George Christodoulakis and Ser-Huang PoonThe Journal of Fixed Income Summer 2013, 23 (1) 56-75; DOI: https://doi.org/10.3905/jfi.2013.23.1.056
C
Christodoulakis, George
- You have accessStructural Credit Loss Distributions
under Non-NormalityEnrique Batiz-Zuk, George Christodoulakis and Ser-Huang PoonThe Journal of Fixed Income Summer 2013, 23 (1) 56-75; DOI: https://doi.org/10.3905/jfi.2013.23.1.056
Cserna, Balazs
- You have accessCounterparty Risk in Exchange-Traded
Notes (ETNs)Balazs Cserna, Ariel Levy and Zvi WienerThe Journal of Fixed Income Summer 2013, 23 (1) 76-101; DOI: https://doi.org/10.3905/jfi.2013.23.1.076
Cumming, Douglas
- You have accessDebt Investments in Private Firms:
Legal Institutions and Investment
Performance in 25 CountriesDouglas Cumming and Grant FlemingThe Journal of Fixed Income Summer 2013, 23 (1) 102-123; DOI: https://doi.org/10.3905/jfi.2013.23.1.102
F
Fleming, Grant
- You have accessDebt Investments in Private Firms:
Legal Institutions and Investment
Performance in 25 CountriesDouglas Cumming and Grant FlemingThe Journal of Fixed Income Summer 2013, 23 (1) 102-123; DOI: https://doi.org/10.3905/jfi.2013.23.1.102
G
Goldberg, Robert S.
- You have accessQuantifying and Explaining the New-Issue
Premium in the Post-Glass–Steagall Corporate
Bond MarketRobert S. Goldberg and Ehud I. RonnThe Journal of Fixed Income Summer 2013, 23 (1) 43-55; DOI: https://doi.org/10.3905/jfi.2013.23.1.043
K
Kon, Stanley J.
- Open AccessEditor’s LetterStanley J. KonThe Journal of Fixed Income Summer 2013, 23 (1) 1; DOI: https://doi.org/10.3905/jfi.2013.23.1.001
L
Levy, Ariel
- You have accessCounterparty Risk in Exchange-Traded
Notes (ETNs)Balazs Cserna, Ariel Levy and Zvi WienerThe Journal of Fixed Income Summer 2013, 23 (1) 76-101; DOI: https://doi.org/10.3905/jfi.2013.23.1.076
Lin, Hai
- You have accessLiquidity Risk and Momentum Spillover
from Stocks to BondsHai Lin, Junbo Wang and Chunchi WuThe Journal of Fixed Income Summer 2013, 23 (1) 5-42; DOI: https://doi.org/10.3905/jfi.2013.23.1.005
P
Poon, Ser-Huang
- You have accessStructural Credit Loss Distributions
under Non-NormalityEnrique Batiz-Zuk, George Christodoulakis and Ser-Huang PoonThe Journal of Fixed Income Summer 2013, 23 (1) 56-75; DOI: https://doi.org/10.3905/jfi.2013.23.1.056
R
Ronn, Ehud I.
- You have accessQuantifying and Explaining the New-Issue
Premium in the Post-Glass–Steagall Corporate
Bond MarketRobert S. Goldberg and Ehud I. RonnThe Journal of Fixed Income Summer 2013, 23 (1) 43-55; DOI: https://doi.org/10.3905/jfi.2013.23.1.043
W
Wang, Junbo
- You have accessLiquidity Risk and Momentum Spillover
from Stocks to BondsHai Lin, Junbo Wang and Chunchi WuThe Journal of Fixed Income Summer 2013, 23 (1) 5-42; DOI: https://doi.org/10.3905/jfi.2013.23.1.005
Wiener, Zvi
- You have accessCounterparty Risk in Exchange-Traded
Notes (ETNs)Balazs Cserna, Ariel Levy and Zvi WienerThe Journal of Fixed Income Summer 2013, 23 (1) 76-101; DOI: https://doi.org/10.3905/jfi.2013.23.1.076
Wu, Chunchi
- You have accessLiquidity Risk and Momentum Spillover
from Stocks to BondsHai Lin, Junbo Wang and Chunchi WuThe Journal of Fixed Income Summer 2013, 23 (1) 5-42; DOI: https://doi.org/10.3905/jfi.2013.23.1.005