Table of Contents

Article

• Open Access

  Editor’s Letter

  Stanley J. Kon

  The Journal of Fixed Income Winter 2016, 25 (3) 1-2; DOI: https://doi.org/10.3905/jfi.2016.25.3.001
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  Why Do Firms Hedge? An Asymmetric Information Model

  Douglas T. Breeden and S. Viswanathan

  The Journal of Fixed Income Winter 2016, 25 (3) 7-25; DOI: https://doi.org/10.3905/jfi.2016.25.3.007
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  The Effect of Default and Conversion Options on Bond Duration

  Sana Horchani

  The Journal of Fixed Income Winter 2016, 25 (3) 26-35; DOI: https://doi.org/10.3905/jfi.2016.25.3.026
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  A One-Factor Shifted Squared Gaussian Term Structure Model for Interest Rate Modeling

  Vincenzo Russo and Frank J. Fabozzi

  The Journal of Fixed Income Winter 2016, 25 (3) 36-45; DOI: https://doi.org/10.3905/jfi.2016.25.3.036
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  Is Contagion Infecting Your Portfolio? A Study of the Euro Sovereign Debt Crisis

  Dirk G. Baur and Gunter Löffler

  The Journal of Fixed Income Winter 2016, 25 (3) 46-57; DOI: https://doi.org/10.3905/jfi.2016.25.3.046
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  Determinants of the Size of the Sovereign Credit Default Swap Market

  Tobias Berg and Daniel Streitz

  The Journal of Fixed Income Winter 2016, 25 (3) 58-73; DOI: https://doi.org/10.3905/jfi.2016.25.3.058
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  Insider Stock Trading and the Bond Market

  Andreas Oehler, Kuntara Pukthuanthong, Thomas J. Walker and Stefan Wendt

  The Journal of Fixed Income Winter 2016, 25 (3) 74-91; DOI: https://doi.org/10.3905/jfi.2016.25.3.074