Table of Contents

Article

• Open Access

  Editor’s Letter

  Stanley J. Kon

  The Journal of Fixed Income Summer 2016, 26 (1) 1; DOI: https://doi.org/10.3905/jfi.2016.26.1.001
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  A Structural Model of Credit Risk for Illiquid Debt

  Frédéric Blanc-Brude and Majid Hasan

  The Journal of Fixed Income Summer 2016, 26 (1) 6-19; DOI: https://doi.org/10.3905/jfi.2016.26.1.006
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  ESG Ratings and Performance of Corporate Bonds

  Simon Polbennikov, Albert Desclée, Lev Dynkin and Anando Maitra

  The Journal of Fixed Income Summer 2016, 26 (1) 21-41; DOI: https://doi.org/10.3905/jfi.2016.26.1.021
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  Systematic Credit Risk and Pricing for Fixed Income Instruments

  Daniel Rösch and Harald Scheule

  The Journal of Fixed Income Summer 2016, 26 (1) 42-60; DOI: https://doi.org/10.3905/jfi.2016.26.1.042
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  Decomposing Long-Term Interest Rates: An International Comparison

  Luis Ceballos and Damian Romero

  The Journal of Fixed Income Summer 2016, 26 (1) 61-73; DOI: https://doi.org/10.3905/jfi.2016.26.1.061
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  Decomposing Risks in Bond Portfolios: International Evidence

  David Sun, Shih-Chuan Tsai and Chun-Da Chen

  The Journal of Fixed Income Summer 2016, 26 (1) 75-93; DOI: https://doi.org/10.3905/jfi.2016.26.1.075
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  A Heuristic Algorithm for the Heath–Jarrow–Morton Model

  Hung Do and Michael J. Tomas

  The Journal of Fixed Income Summer 2016, 26 (1) 94-103; DOI: https://doi.org/10.3905/jfi.2016.26.1.094