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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

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More articles from Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • Open Access
    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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