Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Fixed Income: 25 (2)
The Journal of Fixed Income
Vol. 25, Issue 2
Fall 2015
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies