The Journal of Fixed Income: 26 (1)

The Journal of Fixed Income

Summer 2016; Volume 26,Issue 1

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