The Journal of Fixed Income

Table of Contents

Winter 2019; Volume 28,Issue 3

Editor’s Letter

Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2019, 28 (3) 1; DOI: https://doi.org/10.3905/jfi.2018.28.3.001

(Il)liquidity Premium in Credit Markets: A Myth?

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(Il)liquidity Premium in Credit Markets: A Myth?
Scott Richardson and Diogo Palhares

The Journal of Fixed Income Winter 2019, 28 (3) 5-23; DOI: https://doi.org/10.3905/jfi.2018.1.065

How a Credit Enhancement Affects Bond Liquidity and Default Risk of the Firm

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How a Credit Enhancement Affects Bond Liquidity and Default Risk of the Firm
Jeffrey R. Black, Seth A. Hoelscher and Duane Stock

The Journal of Fixed Income Winter 2019, 28 (3) 24-37; DOI: https://doi.org/10.3905/jfi.2018.28.3.024

When a Fact May Not Be a Fact—and So What? An Analysis of Credit Default Statistics

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When a Fact May Not Be a Fact—and So What? An Analysis of Credit Default Statistics
Chris Dialynas

The Journal of Fixed Income Winter 2019, 28 (3) 38-45; DOI: https://doi.org/10.3905/jfi.2018.28.3.038

Residual Equity Momentum Spillover in Global Corporate Bond Markets

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Residual Equity Momentum Spillover in Global Corporate Bond Markets
Demir Bektić

The Journal of Fixed Income Winter 2019, 28 (3) 46-54; DOI: https://doi.org/10.3905/jfi.2018.28.3.046

The Three-Factor Hedging Strategy for Mortgage Pass-Through Securities: Empirical Evidence

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The Three-Factor Hedging Strategy for Mortgage Pass-Through Securities: Empirical Evidence
Emory E. Ruscus, Frank J. Fabozzi and Glenn Schultz

The Journal of Fixed Income Winter 2019, 28 (3) 55-67; DOI: https://doi.org/10.3905/jfi.2018.1.066

A Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBOR

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A Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBOR
Ren-Raw Chen, Pei-Lin Hsieh, Jeffrey Huang and Joe Huang

The Journal of Fixed Income Winter 2019, 28 (3) 68-87; DOI: https://doi.org/10.3905/jfi.2018.28.3.068