Volume 19; Issue 2

The Journal of Fixed Income

Volume 19; Issue 2
1

Monetary Policy and Interest Rate Factors

Buetow, Gerald W, Fabozzi, Frank J, Henderson, Brian J
Journal:
The Journal of Fixed Income
Year:
2009
Language:
english
File:
PDF, 172 KB
english, 2009
3

Modeling Bankruptcy Proceedings for High-Yield Debt Portfolios

Parnes, Dror
Journal:
The Journal of Fixed Income
Year:
2009
Language:
english
File:
PDF, 250 KB
english, 2009
4

Credit Default Swap Auctions and Price Discovery

Helwege, Jean, Maurer, Samuel, Sarkar, Asani, Wang, Yuan
Journal:
The Journal of Fixed Income
Year:
2009
Language:
english
File:
PDF, 175 KB
english, 2009
5

Liquidity Biases in TRACE

Dick-Nielsen, Jens
Journal:
The Journal of Fixed Income
Year:
2009
Language:
english
File:
PDF, 254 KB
english, 2009
6

Optimal, Static Hedging for Collateralized Mortgage Obligations

Landrigan, Michael, Gryazin, Yury
Journal:
The Journal of Fixed Income
Year:
2009
Language:
english
File:
PDF, 168 KB
english, 2009
7

How Valuable are the TALF Puts?

Bhansali, Vineer, Wise, Mark B
Journal:
The Journal of Fixed Income
Year:
2009
Language:
english
File:
PDF, 141 KB
english, 2009
8

Editor’s Letter

Kon, Stanley J
Journal:
The Journal of Fixed Income
Year:
2009
Language:
english
File:
PDF, 46 KB
english, 2009