Volume 25; Issue 2

The Journal of Fixed Income

Volume 25; Issue 2
3

What Moves the Correlation between the Equity and Credit Default Swap Markets?

Liu, Zilong, Pu, Xiaoling, Zhao, Xinlei
Journal:
The Journal of Fixed Income
Année:
2015
Langue:
english
Fichier:
PDF, 1.80 MB
english, 2015
4

Forecasting Sovereign Default Risk with Merton’s Model

Duyvesteyn, Johan, Martens, Martin
Journal:
The Journal of Fixed Income
Année:
2015
Langue:
english
Fichier:
PDF, 1.40 MB
english, 2015
5

Implicit Government Guarantee and the CDS Spreads

Beliaeva, Natalia, Khaksari, Shahriar, Tsafack, Georges
Journal:
The Journal of Fixed Income
Année:
2015
Langue:
english
Fichier:
PDF, 866 KB
english, 2015
6

Loss Severity on Residential Mortgages: Evidence from Freddie Mac’s Newest Data

Goodman, Laurie S, Zhu, Jun
Journal:
The Journal of Fixed Income
Année:
2015
Langue:
english
Fichier:
PDF, 1.37 MB
english, 2015
7

Editor’s Letter

Kon, Stanley J
Journal:
The Journal of Fixed Income
Année:
2015
Fichier:
PDF, 38 KB
2015
8

Editor’s Letter

Kon, Stanley J
Journal:
The Journal of Fixed Income
Année:
2015
Langue:
english
Fichier:
PDF, 38 KB
english, 2015