The Journal of Fixed Income

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CDS Implied Credit Ratings
Jeroen Jansen and Frank J. Fabozzi

The Journal of Fixed Income Spring 2017, 26 (4) 25-52; DOI: https://doi.org/10.3905/jfi.2017.26.4.025
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Heterogeneous Liquidity Effects in Corporate Bond Spreads
Christian M. Hafner and Fabian Walders

The Journal of Fixed Income Spring 2017, 26 (4) 73-91; DOI: https://doi.org/10.3905/jfi.2017.26.4.073
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The Credit Risk Premium
Attakrit Asvanunt and Scott Richardson

The Journal of Fixed Income Winter 2017, 26 (3) 6-24; DOI: https://doi.org/10.3905/jfi.2017.26.3.006
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Why Is Accounting Information Important to Bondholders?
Doina Chichernea, Alex Petkevich and Kainan Wang

The Journal of Fixed Income Winter 2017, 26 (3) 82-107; DOI: https://doi.org/10.3905/jfi.2017.26.3.082
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A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance
Shengguang Qian, S. Lakshmivarahan and Duane Stock

The Journal of Fixed Income Winter 2017, 26 (3) 33-48; DOI: https://doi.org/10.3905/jfi.2017.26.3.033
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2017, 26 (3) 1; DOI: https://doi.org/10.3905/jfi.2017.26.3.001
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Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data
Matteo Aquilina and Felix Suntheim

The Journal of Fixed Income Winter 2017, 26 (3) 49-62; DOI: https://doi.org/10.3905/jfi.2017.26.3.049
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Are the Probabilities Right? New Multiperiod Calibration Tests
Andreas Blöchlinger

The Journal of Fixed Income Winter 2017, 26 (3) 25-32; DOI: https://doi.org/10.3905/jfi.2017.26.3.025
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Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk, and OIS Discounting
Ayoub Gargouri, Van Son Lai and Issouf Soumaré

The Journal of Fixed Income Winter 2017, 26 (3) 63-80; DOI: https://doi.org/10.3905/jfi.2017.26.3.063
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Frailty Models for Commercial Mortgages
Xi Chen, Eric Ghysels and Roland Telfeyan

The Journal of Fixed Income Fall 2016, 26 (2) 16-31; DOI: https://doi.org/10.3905/jfi.2016.26.2.016

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