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Volume 26; Issue 4
Main
The Journal of Fixed Income
Volume 26; Issue 4
The Journal of Fixed Income
Volume 26; Issue 4
1
Hedging Systematic Risk in High Yield Portfolios with a Synthetic Overlay: A Comparative Analysis of Equity Instruments vs. Credit Default Swaps
Ben Dor, Arik
,
Guan, Jingling
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 2.51 MB
Your tags:
english, 2017
2
CDS Implied Credit Ratings
Jansen, Jeroen
,
Fabozzi, Frank J
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 3.18 MB
Your tags:
english, 2017
3
Liquidity Shocks in the Secondary Corporate Loan Market
Anthony, John
,
Docherty, Paul
,
Lee, Doowon
,
Shamsuddin, Abul
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 2.53 MB
Your tags:
english, 2017
4
Heterogeneous Liquidity Effects in Corporate Bond Spreads
Hafner, Christian M
,
Walders, Fabian
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 1.90 MB
Your tags:
english, 2017
5
Managing Rollover Risk with Capital Structure Covenants in Structured Finance Vehicles
Das, Sanjiv Ranjan
,
Kim, Seoyoung
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 2.28 MB
Your tags:
english, 2017
6
You Can Work It Out! Valuation and Recovery of Private Debt with a Renegotiable Default Threshold
Hasan, Majid
,
Blanc-Brude, Frédéric
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 955 KB
Your tags:
english, 2017
7
Editor’s Letter
Kon, Stanley J
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 36 KB
Your tags:
english, 2017
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