The Journal of Fixed Income

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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Summer 2016, 26 (1) 1; DOI: https://doi.org/10.3905/jfi.2016.26.1.001
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Decomposing Risks in Bond Portfolios: International Evidence
David Sun, Shih-Chuan Tsai and Chun-Da Chen

The Journal of Fixed Income Summer 2016, 26 (1) 75-93; DOI: https://doi.org/10.3905/jfi.2016.26.1.075
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Stock Prices and Stock Return Volatilities Implied
by the Credit Market
Hans Byström

The Journal of Fixed Income Spring 2016, 25 (4) 32-54; DOI: https://doi.org/10.3905/jfi.2016.25.4.032
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Bond Market Demand and Capital Structure Variation
Michael B. McDonald

The Journal of Fixed Income Spring 2016, 25 (4) 55-75; DOI: https://doi.org/10.3905/jfi.2016.25.4.055
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Prepayment Option and the Interest Rate Differential
Between a Fixed- and Floating-Rate Mortgage Loan
Jyh-Bang Jou and Tan (Charlene) Lee

The Journal of Fixed Income Spring 2016, 25 (4) 83-91; DOI: https://doi.org/10.3905/jfi.2016.25.4.083
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Spring 2016, 25 (4) 1; DOI: https://doi.org/10.3905/jfi.2016.25.4.001
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A Liquidity Index
Ren-Raw Chen, Wei He and Wenling Lin

The Journal of Fixed Income Spring 2016, 25 (4) 5-19; DOI: https://doi.org/10.3905/jfi.2016.25.4.005
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Pricing Coupon Bond Options and Swaptions under the One-Factor Hull–White Model
Vincenzo Russo and Frank J. Fabozzi

The Journal of Fixed Income Spring 2016, 25 (4) 76-82; DOI: https://doi.org/10.3905/jfi.2016.25.4.076
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Do Investors Still Rely on Credit Rating Agencies?
Evidence from the Financial Crisis
Florian Kiesel

The Journal of Fixed Income Spring 2016, 25 (4) 20-31; DOI: https://doi.org/10.3905/jfi.2016.25.4.020
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A One-Factor Shifted Squared Gaussian Term Structure Model for Interest Rate Modeling
Vincenzo Russo and Frank J. Fabozzi

The Journal of Fixed Income Winter 2016, 25 (3) 36-45; DOI: https://doi.org/10.3905/jfi.2016.25.3.036

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