Table of Contents
Winter 2017; Volume 26,Issue 3
A
Aquilina, Matteo
- You have accessLiquidity in the U.K. Corporate Bond Market: Evidence from Trade DataMatteo Aquilina and Felix SuntheimThe Journal of Fixed Income Winter 2017, 26 (3) 49-62; DOI: https://doi.org/10.3905/jfi.2017.26.3.049
Asvanunt, Attakrit
- You have accessThe Credit Risk PremiumAttakrit Asvanunt and Scott RichardsonThe Journal of Fixed Income Winter 2017, 26 (3) 6-24; DOI: https://doi.org/10.3905/jfi.2017.26.3.006
B
Blöchlinger, Andreas
- You have accessAre the Probabilities Right? New Multiperiod Calibration TestsAndreas BlöchlingerThe Journal of Fixed Income Winter 2017, 26 (3) 25-32; DOI: https://doi.org/10.3905/jfi.2017.26.3.025
C
Chichernea, Doina
- You have accessWhy Is Accounting Information Important to Bondholders?Doina Chichernea, Alex Petkevich and Kainan WangThe Journal of Fixed Income Winter 2017, 26 (3) 82-107; DOI: https://doi.org/10.3905/jfi.2017.26.3.082
G
Gargouri, Ayoub
- You have accessRevisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk, and OIS DiscountingAyoub Gargouri, Van Son Lai and Issouf SoumaréThe Journal of Fixed Income Winter 2017, 26 (3) 63-80; DOI: https://doi.org/10.3905/jfi.2017.26.3.063
K
Kon, Stanley J.
- Open AccessEditor’s LetterStanley J. KonThe Journal of Fixed Income Winter 2017, 26 (3) 1; DOI: https://doi.org/10.3905/jfi.2017.26.3.001
L
Lai, Van Son
- You have accessRevisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk, and OIS DiscountingAyoub Gargouri, Van Son Lai and Issouf SoumaréThe Journal of Fixed Income Winter 2017, 26 (3) 63-80; DOI: https://doi.org/10.3905/jfi.2017.26.3.063
Lakshmivarahan, S.
- You have accessA Structural Model for Optimal Selection of Maturity and Timing of Callable Bond IssuanceShengguang Qian, S. Lakshmivarahan and Duane StockThe Journal of Fixed Income Winter 2017, 26 (3) 33-48; DOI: https://doi.org/10.3905/jfi.2017.26.3.033
P
Petkevich, Alex
- You have accessWhy Is Accounting Information Important to Bondholders?Doina Chichernea, Alex Petkevich and Kainan WangThe Journal of Fixed Income Winter 2017, 26 (3) 82-107; DOI: https://doi.org/10.3905/jfi.2017.26.3.082
Q
Qian, Shengguang
- You have accessA Structural Model for Optimal Selection of Maturity and Timing of Callable Bond IssuanceShengguang Qian, S. Lakshmivarahan and Duane StockThe Journal of Fixed Income Winter 2017, 26 (3) 33-48; DOI: https://doi.org/10.3905/jfi.2017.26.3.033
R
Richardson, Scott
- You have accessThe Credit Risk PremiumAttakrit Asvanunt and Scott RichardsonThe Journal of Fixed Income Winter 2017, 26 (3) 6-24; DOI: https://doi.org/10.3905/jfi.2017.26.3.006
S
Soumaré, Issouf
- You have accessRevisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk, and OIS DiscountingAyoub Gargouri, Van Son Lai and Issouf SoumaréThe Journal of Fixed Income Winter 2017, 26 (3) 63-80; DOI: https://doi.org/10.3905/jfi.2017.26.3.063
Stock, Duane
- You have accessA Structural Model for Optimal Selection of Maturity and Timing of Callable Bond IssuanceShengguang Qian, S. Lakshmivarahan and Duane StockThe Journal of Fixed Income Winter 2017, 26 (3) 33-48; DOI: https://doi.org/10.3905/jfi.2017.26.3.033
Suntheim, Felix
- You have accessLiquidity in the U.K. Corporate Bond Market: Evidence from Trade DataMatteo Aquilina and Felix SuntheimThe Journal of Fixed Income Winter 2017, 26 (3) 49-62; DOI: https://doi.org/10.3905/jfi.2017.26.3.049
W
Wang, Kainan
- You have accessWhy Is Accounting Information Important to Bondholders?Doina Chichernea, Alex Petkevich and Kainan WangThe Journal of Fixed Income Winter 2017, 26 (3) 82-107; DOI: https://doi.org/10.3905/jfi.2017.26.3.082