The Journal of Fixed Income: 23 (3)

The Journal of Fixed Income

Winter 2014; Volume 23,Issue 3

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