Table of Contents

Article

• Open Access

  Editor’s Letter

  Stanley J. Kon

  The Journal of Fixed Income Fall 2016, 26 (2) 1; DOI: https://doi.org/10.3905/jfi.2016.26.2.001
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  Overlooked Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted Spreads

  Alexander N. Bogin, Nataliya Polkovnichenko and William M. Doerner

  The Journal of Fixed Income Fall 2016, 26 (2) 5-15; DOI: https://doi.org/10.3905/jfi.2016.26.2.005
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  Frailty Models for Commercial Mortgages

  Xi Chen, Eric Ghysels and Roland Telfeyan

  The Journal of Fixed Income Fall 2016, 26 (2) 16-31; DOI: https://doi.org/10.3905/jfi.2016.26.2.016
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  Future Economic Information Embedded in High Yield Spreads

  Jack Clark Francis, Christopher Hessel and Jun Wang

  The Journal of Fixed Income Fall 2016, 26 (2) 32-39; DOI: https://doi.org/10.3905/jfi.2016.26.2.032
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  Forecasting Swap Spreads: A Bayesian Approach

  Daniel Klein, Elena Nikitina and Jean-Christophe Curtillet

  The Journal of Fixed Income Fall 2016, 26 (2) 40-53; DOI: https://doi.org/10.3905/jfi.2016.26.2.040
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  Short Selling and the Cross-Section of Corporate
  Bond Returns

  Stephen E. Christophe, Michael G. Ferri, Jim Hsieh and Tao-Hsien Dolly King

  The Journal of Fixed Income Fall 2016, 26 (2) 54-77; DOI: https://doi.org/10.3905/jfi.2016.26.2.054
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  Implied Remaining Variance with Application to Bachelier Model

  Jian Sun, Qiankun Niu, Shinan Cao and Peter Carr

  The Journal of Fixed Income Fall 2016, 26 (2) 78-95; DOI: https://doi.org/10.3905/jfi.2016.26.2.078