Volume 24; Issue 3

The Journal of Fixed Income

Volume 24; Issue 3

1

Coupon Effects on Corporate Bonds: Pricing, Empirical Duration, and Spread Convexity

Hyman, Jay, Dor, Arik Ben, Dynkin, Lev, Horowitz, David, Xu, Zhe

Journal:

The Journal of Fixed Income

Year:

2015

Language:

english

File:

PDF, 206 KB

english, 2015

2

Long-Run Relationship between Default Rates and Macroeconomic Variables in the U.S. Leveraged Loan Market

Journal:

The Journal of Fixed Income

Year:

2015

Language:

english

File:

PDF, 1.61 MB

english, 2015

3

Revisiting the Credit–Equity Power Relationship

Zimmermann, Paul

Journal:

The Journal of Fixed Income

Year:

2015

Language:

english

File:

PDF, 3.08 MB

english, 2015

4

How to Deform a Yield Curve: The Most Likely Deformation of a Yield Curve Consistent with Subjective Views

Saroka, Ivan, Rebonato, Riccardo

Journal:

The Journal of Fixed Income

Year:

2015

Language:

english

File:

PDF, 182 KB

english, 2015

5

Hedging Inflation-Linked Liabilities without Inflation-Linked Instruments through Long/Short Investments in Nominal Bonds

Martellini, Lionel, Milhau, Vincent, Tarelli, Andrea

Journal:

The Journal of Fixed Income

Year:

2015

Language:

english

File:

PDF, 5.36 MB

english, 2015

6

VA Loans Outperform FHA Loans— Why? And What Can We Learn?

Goodman, Laurie S, Seidman, Ellen, Zhu, Jun

Journal:

The Journal of Fixed Income

Year:

2015

Language:

english

File:

PDF, 1.49 MB

english, 2015

7

Editor’s Letter

Journal:

The Journal of Fixed Income

Year:

2015

Language:

english

File:

PDF, 92 KB

english, 2015