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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Index by author

Fall 2016; Volume 26,Issue 2

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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Fixed Income: 26 (2)
The Journal of Fixed Income
Vol. 26, Issue 2
Fall 2016
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