The Journal of Fixed Income

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Are SME Loans Less Risky than Regulatory Capital Requirements Suggest?
Klaus Düllmann and Philipp Koziol

The Journal of Fixed Income Spring 2014, 23 (4) 89-103; DOI: https://doi.org/10.3905/jfi.2014.23.4.089
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A Fixed-Income Market View of Mortgage REIT Valuations
Laurent Gauthier

The Journal of Fixed Income Spring 2014, 23 (4) 6-17; DOI: https://doi.org/10.3905/jfi.2014.23.4.006
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Low-Risk Anomalies in Global Fixed Income: Evidence from Major Broad Markets
Raul Leote de Carvalho, Patrick Dugnolle, Xiao Lu and Pierre Moulin

The Journal of Fixed Income Spring 2014, 23 (4) 51-70; DOI: https://doi.org/10.3905/jfi.2014.23.4.051
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Implied Remaining Variance in Derivative Pricing
Peter Carr and Jian Sun

The Journal of Fixed Income Spring 2014, 23 (4) 19-32; DOI: https://doi.org/10.3905/jfi.2014.23.4.019
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Structural Default Modeling: A Hybrid Based Approach
George M. Jabbour, Shujun (Ken) Yu, Marat V. Kramin and Stephen D. Young

The Journal of Fixed Income Spring 2014, 23 (4) 33-49; DOI: https://doi.org/10.3905/jfi.2014.23.4.033
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Pricing Agency MBS under Quadratic
Gaussian Models
Xu Bai

The Journal of Fixed Income Winter 2014, 23 (3) 15-35; DOI: https://doi.org/10.3905/jfi.2013.23.3.015
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Predictability in Bond ETF Returns
Jon A. Fulkerson, Susan D. Jordan and Timothy B. Riley

The Journal of Fixed Income Winter 2014, 23 (3) 50-63; DOI: https://doi.org/10.3905/jfi.2013.23.3.050
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2014, 23 (3) 1; DOI: https://doi.org/10.3905/jfi.2013.23.3.001
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Mortgage Option Deltas
Michael Landrigan and Danny Sun

The Journal of Fixed Income Winter 2014, 23 (3) 5-14; DOI: https://doi.org/10.3905/jfi.2013.23.3.005
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Extraction of Implied Default Probabilities
and Expected Recovery Values from a Combination
of Bond Prices and CDS Spreads
Andrei Shynkevich

The Journal of Fixed Income Winter 2014, 23 (3) 91-102; DOI: https://doi.org/10.3905/jfi.2013.23.3.091

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