Table of Contents

Winter 2017; Volume 26,Issue 3

A

  1. Aquilina, Matteo

    1. Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data
      Matteo Aquilina and Felix Suntheim
      The Journal of Fixed Income Winter 2017, 26 (3) 49-62; DOI: https://doi.org/10.3905/jfi.2017.26.3.049

  2. Asvanunt, Attakrit

    1. The Credit Risk Premium
      Attakrit Asvanunt and Scott Richardson
      The Journal of Fixed Income Winter 2017, 26 (3) 6-24; DOI: https://doi.org/10.3905/jfi.2017.26.3.006

B

  1. Blöchlinger, Andreas

    1. Are the Probabilities Right? New Multiperiod Calibration Tests
      Andreas Blöchlinger
      The Journal of Fixed Income Winter 2017, 26 (3) 25-32; DOI: https://doi.org/10.3905/jfi.2017.26.3.025

C

  1. Chichernea, Doina

    1. Why Is Accounting Information Important to Bondholders?
      Doina Chichernea, Alex Petkevich and Kainan Wang
      The Journal of Fixed Income Winter 2017, 26 (3) 82-107; DOI: https://doi.org/10.3905/jfi.2017.26.3.082

G

  1. Gargouri, Ayoub

    1. Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk, and OIS Discounting
      Ayoub Gargouri, Van Son Lai and Issouf Soumaré
      The Journal of Fixed Income Winter 2017, 26 (3) 63-80; DOI: https://doi.org/10.3905/jfi.2017.26.3.063

K

  1. Kon, Stanley J.

    1. Open Access
      Editor’s Letter
      Stanley J. Kon
      The Journal of Fixed Income Winter 2017, 26 (3) 1; DOI: https://doi.org/10.3905/jfi.2017.26.3.001

L

  1. Lai, Van Son

    1. Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk, and OIS Discounting
      Ayoub Gargouri, Van Son Lai and Issouf Soumaré
      The Journal of Fixed Income Winter 2017, 26 (3) 63-80; DOI: https://doi.org/10.3905/jfi.2017.26.3.063

  2. Lakshmivarahan, S.

    1. A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance
      Shengguang Qian, S. Lakshmivarahan and Duane Stock
      The Journal of Fixed Income Winter 2017, 26 (3) 33-48; DOI: https://doi.org/10.3905/jfi.2017.26.3.033

P

  1. Petkevich, Alex

    1. Why Is Accounting Information Important to Bondholders?
      Doina Chichernea, Alex Petkevich and Kainan Wang
      The Journal of Fixed Income Winter 2017, 26 (3) 82-107; DOI: https://doi.org/10.3905/jfi.2017.26.3.082

Q

  1. Qian, Shengguang

    1. A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance
      Shengguang Qian, S. Lakshmivarahan and Duane Stock
      The Journal of Fixed Income Winter 2017, 26 (3) 33-48; DOI: https://doi.org/10.3905/jfi.2017.26.3.033

R

  1. Richardson, Scott

    1. The Credit Risk Premium
      Attakrit Asvanunt and Scott Richardson
      The Journal of Fixed Income Winter 2017, 26 (3) 6-24; DOI: https://doi.org/10.3905/jfi.2017.26.3.006

S

  1. Soumaré, Issouf

    1. Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk, and OIS Discounting
      Ayoub Gargouri, Van Son Lai and Issouf Soumaré
      The Journal of Fixed Income Winter 2017, 26 (3) 63-80; DOI: https://doi.org/10.3905/jfi.2017.26.3.063

  2. Stock, Duane

    1. A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance
      Shengguang Qian, S. Lakshmivarahan and Duane Stock
      The Journal of Fixed Income Winter 2017, 26 (3) 33-48; DOI: https://doi.org/10.3905/jfi.2017.26.3.033

  3. Suntheim, Felix

    1. Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data
      Matteo Aquilina and Felix Suntheim
      The Journal of Fixed Income Winter 2017, 26 (3) 49-62; DOI: https://doi.org/10.3905/jfi.2017.26.3.049

W

  1. Wang, Kainan

    1. Why Is Accounting Information Important to Bondholders?
      Doina Chichernea, Alex Petkevich and Kainan Wang
      The Journal of Fixed Income Winter 2017, 26 (3) 82-107; DOI: https://doi.org/10.3905/jfi.2017.26.3.082
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The Journal of Fixed Income: 26 (3)
The Journal of Fixed Income
Vol. 26, Issue 3
Winter 2017
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