Table of Contents

Article

• 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