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Volume 25; Issue 3
Main
The Journal of Fixed Income
Volume 25; Issue 3
The Journal of Fixed Income
Volume 25; Issue 3
1
A One-Factor Shifted Squared Gaussian Term Structure Model for Interest Rate Modeling
Russo, Vincenzo
,
Fabozzi, Frank J.
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 614 KB
Your tags:
english, 2016
2
The Effect of Default and Conversion Options on Bond Duration
Horchani, Sana
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 1.64 MB
Your tags:
english, 2016
3
Is Contagion Infecting Your Portfolio? A Study of the Euro Sovereign Debt Crisis
Baur, Dirk G
,
Löffler, Gunter
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 1.40 MB
Your tags:
english, 2016
4
Determinants of the Size of the Sovereign Credit Default Swap Market
Berg, Tobias
,
Streitz, Daniel
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 3.08 MB
Your tags:
english, 2016
5
Why Do Firms Hedge? An Asymmetric Information Model
Breeden, Douglas T
,
Viswanathan, S
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 979 KB
Your tags:
english, 2016
6
Insider Stock Trading and the Bond Market
Oehler, Andreas
,
Pukthuanthong, Kuntara
,
Walker, Thomas J
,
Wendt, Stefan
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 1.91 MB
Your tags:
english, 2016
7
Editor’s Letter
Kon, Stanley J
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 57 KB
Your tags:
english, 2016
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