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