Index by author
Fall 2015; Volume 25,Issue 2
B
Beliaeva, Natalia
- You have accessImplicit Government Guarantee and the CDS SpreadsNatalia Beliaeva, Shahriar Khaksari and Georges TsafackThe Journal of Fixed Income Fall 2015, 25 (2) 25-37; DOI: https://doi.org/10.3905/jfi.2015.25.2.025
Blümke, Oliver
- You have accessOn the Basel Accord’s Inverse Relationship between Default Probability and Asset Correlation: An Empirical StudyOliver BlümkeThe Journal of Fixed Income Fall 2015, 25 (2) 38-47; DOI: https://doi.org/10.3905/jfi.2015.25.2.038
C
Chen, Ren-Raw
- You have accessA Closed-Form Solution to the Liquidity Discount Problem: With an Application to the Liquidity CrisisRen-Raw Chen and Bo LiThe Journal of Fixed Income Fall 2015, 25 (2) 07-24; DOI: https://doi.org/10.3905/jfi.2015.25.2.007
D
Duyvesteyn, Johan
- You have accessForecasting Sovereign Default Risk with Merton’s ModelJohan Duyvesteyn and Martin MartensThe Journal of Fixed Income Fall 2015, 25 (2) 58-71; DOI: https://doi.org/10.3905/jfi.2015.25.2.058
G
Goodman, Laurie S.
- You have accessLoss Severity on Residential Mortgages: Evidence from Freddie Mac’s Newest DataLaurie S. Goodman and Jun ZhuThe Journal of Fixed Income Fall 2015, 25 (2) 48-57; DOI: https://doi.org/10.3905/jfi.2015.25.2.048
K
Khaksari, Shahriar
- You have accessImplicit Government Guarantee and the CDS SpreadsNatalia Beliaeva, Shahriar Khaksari and Georges TsafackThe Journal of Fixed Income Fall 2015, 25 (2) 25-37; DOI: https://doi.org/10.3905/jfi.2015.25.2.025
Kon, Stanley J.
- Open AccessEditor’s LetterStanley J. KonThe Journal of Fixed Income Fall 2015, 25 (2) 1; DOI: https://doi.org/10.3905/jfi.2015.25.2.001
L
Li, Bo
- You have accessA Closed-Form Solution to the Liquidity Discount Problem: With an Application to the Liquidity CrisisRen-Raw Chen and Bo LiThe Journal of Fixed Income Fall 2015, 25 (2) 07-24; DOI: https://doi.org/10.3905/jfi.2015.25.2.007
Liu, Zilong
- You have accessWhat Moves the Correlation between the Equity and Credit Default Swap Markets?Zilong Liu, Xiaoling Pu and Xinlei ZhaoThe Journal of Fixed Income Fall 2015, 25 (2) 72-87; DOI: https://doi.org/10.3905/jfi.2015.25.2.072
M
Martens, Martin
- You have accessForecasting Sovereign Default Risk with Merton’s ModelJohan Duyvesteyn and Martin MartensThe Journal of Fixed Income Fall 2015, 25 (2) 58-71; DOI: https://doi.org/10.3905/jfi.2015.25.2.058
P
Pu, Xiaoling
- You have accessWhat Moves the Correlation between the Equity and Credit Default Swap Markets?Zilong Liu, Xiaoling Pu and Xinlei ZhaoThe Journal of Fixed Income Fall 2015, 25 (2) 72-87; DOI: https://doi.org/10.3905/jfi.2015.25.2.072
T
Tsafack, Georges
- You have accessImplicit Government Guarantee and the CDS SpreadsNatalia Beliaeva, Shahriar Khaksari and Georges TsafackThe Journal of Fixed Income Fall 2015, 25 (2) 25-37; DOI: https://doi.org/10.3905/jfi.2015.25.2.025
Z
Zhao, Xinlei
- You have accessWhat Moves the Correlation between the Equity and Credit Default Swap Markets?Zilong Liu, Xiaoling Pu and Xinlei ZhaoThe Journal of Fixed Income Fall 2015, 25 (2) 72-87; DOI: https://doi.org/10.3905/jfi.2015.25.2.072
Zhu, Jun
- You have accessLoss Severity on Residential Mortgages: Evidence from Freddie Mac’s Newest DataLaurie S. Goodman and Jun ZhuThe Journal of Fixed Income Fall 2015, 25 (2) 48-57; DOI: https://doi.org/10.3905/jfi.2015.25.2.048