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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Winter 2016; Volume 25,Issue 3

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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Fixed Income: 25 (3)
The Journal of Fixed Income
Vol. 25, Issue 3
Winter 2016
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