The Journal of Fixed Income

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Is Contagion Infecting Your Portfolio? A Study of the Euro Sovereign Debt Crisis
Dirk G. Baur and Gunter Löffler

The Journal of Fixed Income Winter 2016, 25 (3) 46-57; DOI: https://doi.org/10.3905/jfi.2016.25.3.046
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2016, 25 (3) 1-2; DOI: https://doi.org/10.3905/jfi.2016.25.3.001
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Determinants of the Size of the Sovereign Credit Default Swap Market
Tobias Berg and Daniel Streitz

The Journal of Fixed Income Winter 2016, 25 (3) 58-73; DOI: https://doi.org/10.3905/jfi.2016.25.3.058
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The Effect of Default and Conversion Options on Bond Duration
Sana Horchani

The Journal of Fixed Income Winter 2016, 25 (3) 26-35; DOI: https://doi.org/10.3905/jfi.2016.25.3.026
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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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Insider Stock Trading and the Bond Market
Andreas Oehler, Kuntara Pukthuanthong, Thomas J. Walker and Stefan Wendt

The Journal of Fixed Income Winter 2016, 25 (3) 74-91; DOI: https://doi.org/10.3905/jfi.2016.25.3.074
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Why Do Firms Hedge? An Asymmetric Information Model
Douglas T. Breeden and S. Viswanathan

The Journal of Fixed Income Winter 2016, 25 (3) 7-25; DOI: https://doi.org/10.3905/jfi.2016.25.3.007
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Loss Severity on Residential Mortgages: Evidence from Freddie Mac’s Newest Data
Laurie S. Goodman and Jun Zhu

The Journal of Fixed Income Fall 2015, 25 (2) 48-57; DOI: https://doi.org/10.3905/jfi.2015.25.2.048
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A Closed-Form Solution to the Liquidity Discount Problem: With an Application to the Liquidity Crisis
Ren-Raw Chen and Bo Li

The Journal of Fixed Income Fall 2015, 25 (2) 07-24; DOI: https://doi.org/10.3905/jfi.2015.25.2.007
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What Moves the Correlation between the Equity and Credit Default Swap Markets?
Zilong Liu, Xiaoling Pu and Xinlei Zhao

The Journal of Fixed Income Fall 2015, 25 (2) 72-87; DOI: https://doi.org/10.3905/jfi.2015.25.2.072

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