Table of Contents

Primary Article

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  Value at Risk Estimates for Brady Bond Portfolios

  Ron D′Vari and Juan C. Sosa

  The Journal of Fixed Income Winter 2000, 10 (3) 7-23; DOI: https://doi.org/10.3905/jfi.2000.319272
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  How Consistent are Credit Ratings? A Geographic and Sectoral Analysis of Default Risk

  John Ammer and Frank Packer

  The Journal of Fixed Income Winter 2000, 10 (3) 24-30; DOI: https://doi.org/10.3905/jfi.2000.319273
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  On Benchmarks and the Performance of DEM Bond Mutual Funds

  Felix Maag and Heinz Zimmermann

  The Journal of Fixed Income Winter 2000, 10 (3) 31-45; DOI: https://doi.org/10.3905/jfi.2000.319274
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  A Study of RASC Subprime Loan Prepayments, Delinquencies, and Losses

  Steve Banerjee, Laurent Gauthier, Weisi Tan and Drew Zhu

  The Journal of Fixed Income Winter 2000, 10 (3) 47-67; DOI: https://doi.org/10.3905/jfi.2000.319278
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  The Impact of a Third Credit Rating on the Pricing of Bonds

  Jeff Jewell and Miles B Livingston

  The Journal of Fixed Income Winter 2000, 10 (3) 69-85; DOI: https://doi.org/10.3905/jfi.2000.319275
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  Predicting the Ten-Year LIBOR Swap Spread

  Joseph R. Prendergast

  The Journal of Fixed Income Winter 2000, 10 (3) 86-99; DOI: https://doi.org/10.3905/jfi.2000.319276
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  Credit Spread Arbitrage in Emerging Eurobond Markets

  Caio Ibsen Rodrigues De Almeida, Antonio Marcos Duarte and Cristiano Augusto Coelho Fernandes

  The Journal of Fixed Income Winter 2000, 10 (3) 100-111; DOI: https://doi.org/10.3905/jfi.2000.319277