The Journal of Fixed Income: 25 (2)

The Journal of Fixed Income

Fall 2015; Volume 25,Issue 2

Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Fall 2015, 25 (2) 1; DOI: https://doi.org/10.3905/jfi.2015.25.2.001
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A Closed-Form Solution to the Liquidity Discount Problem: With an Application to the Liquidity Crisis
Ren-Raw Chen and Bo Li

The Journal of Fixed Income Fall 2015, 25 (2) 07-24; DOI: https://doi.org/10.3905/jfi.2015.25.2.007
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Implicit Government Guarantee and the CDS Spreads
Natalia Beliaeva, Shahriar Khaksari and Georges Tsafack

The Journal of Fixed Income Fall 2015, 25 (2) 25-37; DOI: https://doi.org/10.3905/jfi.2015.25.2.025
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On the Basel Accord’s Inverse Relationship between Default Probability and Asset Correlation: An Empirical Study
Oliver Blümke

The Journal of Fixed Income Fall 2015, 25 (2) 38-47; DOI: https://doi.org/10.3905/jfi.2015.25.2.038
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Loss Severity on Residential Mortgages: Evidence from Freddie Mac’s Newest Data
Laurie S. Goodman and Jun Zhu

The Journal of Fixed Income Fall 2015, 25 (2) 48-57; DOI: https://doi.org/10.3905/jfi.2015.25.2.048
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Forecasting Sovereign Default Risk with Merton’s Model
Johan Duyvesteyn and Martin Martens

The Journal of Fixed Income Fall 2015, 25 (2) 58-71; DOI: https://doi.org/10.3905/jfi.2015.25.2.058
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What Moves the Correlation between the Equity and Credit Default Swap Markets?
Zilong Liu, Xiaoling Pu and Xinlei Zhao

The Journal of Fixed Income Fall 2015, 25 (2) 72-87; DOI: https://doi.org/10.3905/jfi.2015.25.2.072

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