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

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

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

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

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

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

english, 2017

7

Editor’s Letter

Journal:

The Journal of Fixed Income

Year:

2017

Language:

english

File:

PDF, 36 KB

english, 2017