Table of Contents
Winter 2019; Volume 28,Issue 3
B
Bektić, Demir
- You have accessResidual Equity Momentum Spillover in Global Corporate Bond MarketsDemir BektićThe Journal of Fixed Income Winter 2019, 28 (3) 46-54; DOI: https://doi.org/10.3905/jfi.2018.28.3.046
Black, Jeffrey R.
- You have accessHow a Credit Enhancement Affects Bond Liquidity and Default Risk of the FirmJeffrey R. Black, Seth A. Hoelscher and Duane StockThe Journal of Fixed Income Winter 2019, 28 (3) 24-37; DOI: https://doi.org/10.3905/jfi.2018.28.3.024
C
Chen, Ren-Raw
- You have accessA Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBORRen-Raw Chen, Pei-Lin Hsieh, Jeffrey Huang and Joe HuangThe Journal of Fixed Income Winter 2019, 28 (3) 68-87; DOI: https://doi.org/10.3905/jfi.2018.28.3.068
D
Dialynas, Chris
- You have accessWhen a Fact May Not Be a Fact—and So What? An Analysis of Credit Default StatisticsChris DialynasThe Journal of Fixed Income Winter 2019, 28 (3) 38-45; DOI: https://doi.org/10.3905/jfi.2018.28.3.038
F
Fabozzi, Frank J.
- You have accessThe Three-Factor Hedging Strategy for Mortgage Pass-Through Securities: Empirical EvidenceEmory E. Ruscus, Frank J. Fabozzi and Glenn SchultzThe Journal of Fixed Income Winter 2019, 28 (3) 55-67; DOI: https://doi.org/10.3905/jfi.2018.1.066
H
Hoelscher, Seth A.
- You have accessHow a Credit Enhancement Affects Bond Liquidity and Default Risk of the FirmJeffrey R. Black, Seth A. Hoelscher and Duane StockThe Journal of Fixed Income Winter 2019, 28 (3) 24-37; DOI: https://doi.org/10.3905/jfi.2018.28.3.024
Hsieh, Pei-Lin
- You have accessA Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBORRen-Raw Chen, Pei-Lin Hsieh, Jeffrey Huang and Joe HuangThe Journal of Fixed Income Winter 2019, 28 (3) 68-87; DOI: https://doi.org/10.3905/jfi.2018.28.3.068
Huang, Jeffrey
- You have accessA Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBORRen-Raw Chen, Pei-Lin Hsieh, Jeffrey Huang and Joe HuangThe Journal of Fixed Income Winter 2019, 28 (3) 68-87; DOI: https://doi.org/10.3905/jfi.2018.28.3.068
Huang, Joe
- You have accessA Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBORRen-Raw Chen, Pei-Lin Hsieh, Jeffrey Huang and Joe HuangThe Journal of Fixed Income Winter 2019, 28 (3) 68-87; DOI: https://doi.org/10.3905/jfi.2018.28.3.068
K
Kon, Stanley J.
- Open AccessEditor’s LetterStanley J. KonThe Journal of Fixed Income Winter 2019, 28 (3) 1; DOI: https://doi.org/10.3905/jfi.2018.28.3.001
P
Palhares, Diogo
- You have access(Il)liquidity Premium in Credit Markets: A Myth?Scott Richardson and Diogo PalharesThe Journal of Fixed Income Winter 2019, 28 (3) 5-23; DOI: https://doi.org/10.3905/jfi.2018.1.065
R
Richardson, Scott
- You have access(Il)liquidity Premium in Credit Markets: A Myth?Scott Richardson and Diogo PalharesThe Journal of Fixed Income Winter 2019, 28 (3) 5-23; DOI: https://doi.org/10.3905/jfi.2018.1.065
Ruscus, Emory E.
- You have accessThe Three-Factor Hedging Strategy for Mortgage Pass-Through Securities: Empirical EvidenceEmory E. Ruscus, Frank J. Fabozzi and Glenn SchultzThe Journal of Fixed Income Winter 2019, 28 (3) 55-67; DOI: https://doi.org/10.3905/jfi.2018.1.066
S
Schultz, Glenn
- You have accessThe Three-Factor Hedging Strategy for Mortgage Pass-Through Securities: Empirical EvidenceEmory E. Ruscus, Frank J. Fabozzi and Glenn SchultzThe Journal of Fixed Income Winter 2019, 28 (3) 55-67; DOI: https://doi.org/10.3905/jfi.2018.1.066
Stock, Duane
- You have accessHow a Credit Enhancement Affects Bond Liquidity and Default Risk of the FirmJeffrey R. Black, Seth A. Hoelscher and Duane StockThe 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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The Journal of Fixed Income
Vol. 28, Issue 3
Winter 2019