Table of Contents

Primary Article

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  Impact of Correlated Default Risk on Credit Portfolios

  Sanjiv Ranjan. Das, H. Gifford Fong and Gary Geng

  The Journal of Fixed Income Winter 2001, 11 (3) 9-19; DOI: https://doi.org/10.3905/jfi.2001.319301
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  Pricing Convertible Bonds with Default Risk

  Akihiko Takahashi, Takao Kobayashi and Naruhisa Nakagawa

  The Journal of Fixed Income Winter 2001, 11 (3) 20-29; DOI: https://doi.org/10.3905/jfi.2001.319302
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  Credit Rating and Corporate Defaults

  Chunsheng Zhou

  The Journal of Fixed Income Winter 2001, 11 (3) 30-40; DOI: https://doi.org/10.3905/jfi.2001.319303
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  Impact of Different Interest Rate Models on Bond Value Measures

  Gerald W. Buetow, Bernd Hanke and Frank J. Fabozzi

  The Journal of Fixed Income Winter 2001, 11 (3) 41-53; DOI: https://doi.org/10.3905/jfi.2001.319304
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  Does Implied Volatility Imply Volatility—in Bonds?

  Eric Bertonazzi and M.T. Maloney

  The Journal of Fixed Income Winter 2001, 11 (3) 54-60; DOI: https://doi.org/10.3905/jfi.2001.319305
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  Measuring Equilibrium Real Interest Rates

  Antulio N. Bomfim

  The Journal of Fixed Income Winter 2001, 11 (3) 61-69; DOI: https://doi.org/10.3905/jfi.2001.319306
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  Tradable Proxy Portfolios for an MBS Index

  Lev Dynkin, Vadim Konstantinovsky and Bruce D Phelps

  The Journal of Fixed Income Winter 2001, 11 (3) 70-87; DOI: https://doi.org/10.3905/jfi.2001.319307