Table of Contents

Primary Article

• You have access

  Valuing Default Swaps Under Market and Credit Risk Correlation

  Robert A Jarrow and Yildiray Yildirim

  The Journal of Fixed Income Spring 2002, 11 (4) 7-19; DOI: https://doi.org/10.3905/jfi.2002.319308
• You have access

  Recovery Assumptions in the Valuation of Credit Derivatives

  Gordon Delianedis and Ronald Lagnado

  The Journal of Fixed Income Spring 2002, 11 (4) 20-30; DOI: https://doi.org/10.3905/jfi.2002.319309
• You have access

  Bid-Ask Spread, Volatility, and Volume in the Corporate Bond Market

  Madhu Kalimipalli and Arthur D Warga

  The Journal of Fixed Income Spring 2002, 11 (4) 31-42; DOI: https://doi.org/10.3905/jfi.2002.319310
• You have access

  Hedging and Replication of Fixed-Income Portfolios

  Lev Dynkin, Jay Hyman and Peter Lindner

  The Journal of Fixed Income Spring 2002, 11 (4) 43-63; DOI: https://doi.org/10.3905/jfi.2002.319311
• You have access

  Jumbo Hybrid ARM Securities

  Sharad Chaudhary and Laurent Gauthier

  The Journal of Fixed Income Spring 2002, 11 (4) 64-77; DOI: https://doi.org/10.3905/jfi.2002.319312
• You have access

  The Yield Curve and Mortgage Current Coupons

  Eknath Belbase and Daniel Szakallas

  The Journal of Fixed Income Spring 2002, 11 (4) 78-86; DOI: https://doi.org/10.3905/jfi.2002.319313
• You have access

  Predicting the Direction of Interest Rate Movements

  Nicolas Papageorgiou and Frank S. Skinner

  The Journal of Fixed Income Spring 2002, 11 (4) 87-95; DOI: https://doi.org/10.3905/jfi.2002.319314