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Volume 26; Issue 1
Main
The Journal of Fixed Income
Volume 26; Issue 1
The Journal of Fixed Income
Volume 26; Issue 1
1
A Structural Model of Credit Risk for Illiquid Debt
Blanc-Brude, Frédéric
,
Hasan, Majid
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 795 KB
Your tags:
english, 2016
2
ESG Ratings and Performance of Corporate Bonds
Polbennikov, Simon
,
Desclée, Albert
,
Dynkin, Lev
,
Maitra, Anando
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 2.64 MB
Your tags:
english, 2016
3
Systematic Credit Risk and Pricing for Fixed Income Instruments
Rösch, Daniel
,
Scheule, Harald
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 2.50 MB
Your tags:
english, 2016
4
Decomposing Long-Term Interest Rates: An International Comparison
Luis, Ceballos
,
Romero, Damian
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 1.30 MB
Your tags:
english, 2016
5
Decomposing Risks in Bond Portfolios: International Evidence
Sun, David
,
Tsai, Shih-Chuan
,
Chen, Chun-Da
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 3.83 MB
Your tags:
english, 2016
6
A Heuristic Algorithm for the Heath–Jarrow–Morton Model
Do, Hung
,
Tomas, Michael J
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 972 KB
Your tags:
english, 2016
7
Editor’s Letter
Kon, Stanley J
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 25 KB
Your tags:
english, 2016
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