Table of Contents

Article

• Open Access

  Editor’s Letter

  Stanley J. Kon

  The Journal of Fixed Income Winter 2014, 23 (3) 1; DOI: https://doi.org/10.3905/jfi.2013.23.3.001
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  Mortgage Option Deltas

  Michael Landrigan and Danny Sun

  The Journal of Fixed Income Winter 2014, 23 (3) 5-14; DOI: https://doi.org/10.3905/jfi.2013.23.3.005
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  Pricing Agency MBS under Quadratic
  Gaussian Models

  Xu Bai

  The Journal of Fixed Income Winter 2014, 23 (3) 15-35; DOI: https://doi.org/10.3905/jfi.2013.23.3.015
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  Emerging Government Bond Market Timing

  Johan Duyvesteyn and Martin Martens

  The Journal of Fixed Income Winter 2014, 23 (3) 36-49; DOI: https://doi.org/10.3905/jfi.2013.23.3.036
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  Predictability in Bond ETF Returns

  Jon A. Fulkerson, Susan D. Jordan and Timothy B. Riley

  The Journal of Fixed Income Winter 2014, 23 (3) 50-63; DOI: https://doi.org/10.3905/jfi.2013.23.3.050
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  Tracking Performance of Leveraged
  and Regular Fixed-Income ETFs

  Hongfei Tang and Xiaoqing Eleanor Xu

  The Journal of Fixed Income Winter 2014, 23 (3) 64-90; DOI: https://doi.org/10.3905/jfi.2013.23.3.064
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  Extraction of Implied Default Probabilities
  and Expected Recovery Values from a Combination
  of Bond Prices and CDS Spreads

  Andrei Shynkevich

  The Journal of Fixed Income Winter 2014, 23 (3) 91-102; DOI: https://doi.org/10.3905/jfi.2013.23.3.091