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
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
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
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
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
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
english, 2016
7

Editor’s Letter

Kon, Stanley J
Journal:
The Journal of Fixed Income
Year:
2016
Language:
english
File:
PDF, 25 KB
english, 2016