The Journal of Fixed Income

More articles from Article

You have access
Integration of Structured Finance Exposures in the
Basel II Model: Analytical Results
Kilian Plank

The Journal of Fixed Income Fall 2012, 22 (2) 7-18; DOI: https://doi.org/10.3905/jfi.2012.22.2.007
You have access
Long-Run Risk Dynamics, Instabilities, and Breaks on European Credit Markets over a Crisis Period
Burcu Kapar, Ricardo Laborda and Jose Olmo

The Journal of Fixed Income Fall 2012, 22 (2) 31-43; DOI: https://doi.org/10.3905/jfi.2012.22.2.031
You have access
Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching Framework
Jow-Ran Chang, Mao-Wei Hung and Feng-Tse Tsai

The Journal of Fixed Income Fall 2012, 22 (2) 44-56; DOI: https://doi.org/10.3905/jfi.2012.22.2.044
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Fall 2012, 22 (2) 1; DOI: https://doi.org/10.3905/jfi.2012.22.2.001
You have access
Risk Premia in Covered Bond Markets
Marcel Prokopczuk and Volker Vonhoff

The Journal of Fixed Income Fall 2012, 22 (2) 19-29; DOI: https://doi.org/10.3905/jfi.2012.22.2.019
You have access
Momentum in Government-Bond Markets
Bac Van Luu and Peiyi Yu

The Journal of Fixed Income Fall 2012, 22 (2) 72-79; DOI: https://doi.org/10.3905/jfi.2012.22.2.072
You have access
Does the Local Rating Agency Provide Reliable
Credit Ratings? An Empirical Analysis from an Emerging Market
Ruey-Ching Hwang, Huimin Chung, Jhao-Siang Siao and Chia-Liang Lin

The Journal of Fixed Income Summer 2012, 22 (1) 41-51; DOI: https://doi.org/10.3905/jfi.2012.22.1.041
You have access
Modeling Prepayments and Defaults for U.K. Nonconforming RMBS
Abhinav Kamra, Lakhbir Hayre and Sudhir Chiluveru

The Journal of Fixed Income Summer 2012, 22 (1) 61-78; DOI: https://doi.org/10.3905/jfi.2012.22.1.061
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Summer 2012, 22 (1) 1; DOI: https://doi.org/10.3905/jfi.2012.22.1.001
You have access
Analyzing the Changing Term Structure and Expectations
of U.S. Treasury Default Risk
Srinivas Nippani and Stanley D. Smith

The Journal of Fixed Income Summer 2012, 22 (1) 52-60; DOI: https://doi.org/10.3905/jfi.2012.22.1.052

Main menu

User menu

Search

The Journal of Fixed Income

More articles from Article

Pages

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

More articles from Article

Pages

Stay Connected