Index by author

Summer 2016; Volume 26,Issue 1

B

  1. Blanc-Brude, Frédéric

    1. 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

C

  1. Ceballos, Luis

    1. 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

  2. Chen, Chun-Da

    1. 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

D

  1. Desclée, Albert

    1. 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

  2. Do, Hung

    1. 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

  3. Dynkin, Lev

    1. 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

H

  1. Hasan, Majid

    1. 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

K

  1. Kon, Stanley J.

    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

M

  1. Maitra, Anando

    1. 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

P

  1. Polbennikov, Simon

    1. 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

R

  1. Romero, Damian

    1. 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

  2. Rösch, Daniel

    1. 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

S

  1. Scheule, Harald

    1. 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

  2. Sun, David

    1. 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

T

  1. Tomas, Michael J.

    1. 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

  2. Tsai, Shih-Chuan

    1. 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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The Journal of Fixed Income: 26 (1)
The Journal of Fixed Income
Vol. 26, Issue 1
Summer 2016
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