Junk Bonds

Hedging Systematic Risk in High Yield Portfolios with a Synthetic Overlay: A Comparative Analysis of Equity Instruments vs. Credit Default Swaps
Arik Ben Dor and Jingling Guan
The Journal of Fixed Income Spring 2017, 26 (4) 5-24; DOI: https://doi.org/10.3905/jfi.2017.26.4.005

Modeling Bankruptcy Proceedings for High-Yield Debt Portfolios
Dror Parnes
The Journal of Fixed Income Fall 2009, 19 (2) 23-33; DOI: https://doi.org/10.3905/jfi.2009.19.2.023

Returns-Based Style Analysis of High-Yield Bonds
Dale L. Domian and William R Reichenstein
The Journal of Fixed Income Spring 2008, 17 (4) 72-87; DOI: https://doi.org/10.3905/jfi.2008.705543

Applying Bankruptcy Prediction Models to Distressed High Yield Bond Issues
Roberto Marchesini, Grady Perdue and Vicki Bryan
The Journal of Fixed Income Spring 2004, 13 (4) 50-56; DOI: https://doi.org/10.3905/jfi.2004.391027

The Pricing of High-Yield Debt IPOs
Jean Helwege and Paul Kleiman
The Journal of Fixed Income Fall 1998, 8 (2) 61-68; DOI: https://doi.org/10.3905/jfi.1998.408241

Unique Risk-Return Characteristics of High-Yield Bonds
Frank K. Reilly and David J. Wright
The Journal of Fixed Income Fall 2001, 11 (2) 65-82; DOI: https://doi.org/10.3905/jfi.2001.319298

Rating Drift in High-Yield Bonds
Edward I. Altman and Duen Li Kao
The Journal of Fixed Income Spring 1992, 1 (4) 15-20; DOI: https://doi.org/10.3905/jfi.1992.408035

Spread Versus Treasuries and the Riskiness of High-Yield Bonds
Martin S. Fridson and Jón G. Jónsson
The Journal of Fixed Income Winter 1995, 5 (3) 79-88; DOI: https://doi.org/10.3905/jfi.1995.408152

Original Issue High-Yield Bonds
Rayner Cheung, Joseph C. Bencivenga and Frank J. Fabozzi
The Journal of Fixed Income Fall 1992, 2 (2) 58-75; DOI: https://doi.org/10.3905/jfi.1992.408051

Future Economic Information Embedded in High Yield Spreads
Jack Clark Francis, Christopher Hessel and Jun Wang
The Journal of Fixed Income Fall 2016, 26 (2) 32-39; DOI: https://doi.org/10.3905/jfi.2016.26.2.032