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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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

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Index by author

Fall 2015; Volume 25,Issue 2
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Beliaeva, Natalia

    1. 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
  2. Blümke, Oliver

    1. 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

C

  1. Chen, Ren-Raw

    1. 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

D

  1. Duyvesteyn, Johan

    1. 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

G

  1. Goodman, Laurie S.

    1. 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

K

  1. Khaksari, Shahriar

    1. 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
  2. Kon, Stanley J.

    1. 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

L

  1. Li, Bo

    1. 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
  2. Liu, Zilong

    1. 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

M

  1. Martens, Martin

    1. 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

P

  1. Pu, Xiaoling

    1. 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

T

  1. Tsafack, Georges

    1. 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

Z

  1. Zhao, Xinlei

    1. 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
  2. Zhu, Jun

    1. 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
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The Journal of Fixed Income: 25 (2)
The Journal of Fixed Income
Vol. 25, Issue 2
Fall 2015
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