Index by author

Winter 2019; Volume 28,Issue 3

B

  1. Bektić, Demir

    1. 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

  2. Black, Jeffrey R.

    1. 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

C

  1. Chen, Ren-Raw

    1. 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

D

  1. Dialynas, Chris

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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

H

  1. Hoelscher, Seth A.

    1. 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

  2. Hsieh, Pei-Lin

    1. 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

  3. Huang, Jeffrey

    1. 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

  4. Huang, Joe

    1. 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

K

  1. Kon, Stanley J.

    1. 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

P

  1. Palhares, Diogo

    1. (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

R

  1. Richardson, Scott

    1. (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

  2. Ruscus, Emory E.

    1. 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

S

  1. Schultz, Glenn

    1. 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

  2. Stock, Duane

    1. 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
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