The Journal of Fixed Income: 26 (2)

The Journal of Fixed Income

Fall 2016; Volume 26,Issue 2

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

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