Table of Contents

Primary Article

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  Defaults and Losses Given Default of Structured Finance Securities

  Jian Hu and Richard Cantor

  The Journal of Fixed Income Spring 2004, 13 (4) 5-24; DOI: https://doi.org/10.3905/jfi.2004.391024
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  Rating Agency Actions Around the Investment-Grade Boundary

  Richard Johnson

  The Journal of Fixed Income Spring 2004, 13 (4) 25-37; DOI: https://doi.org/10.3905/jfi.2004.391025
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  An Empirical Study of Structural Credit Risk Models Using Stock and Bond Prices

  Jan Ericsson and Joel Reneby

  The Journal of Fixed Income Spring 2004, 13 (4) 38-49; DOI: https://doi.org/10.3905/jfi.2004.391026
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  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
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  Benefits of International Bond Diversification

  Delroy M. Hunter and David P. Simon

  The Journal of Fixed Income Spring 2004, 13 (4) 57-72; DOI: https://doi.org/10.3905/jfi.2004.391028
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  An ARMs Prepayment Model

  Sherman Davis

  The Journal of Fixed Income Spring 2004, 13 (4) 73-79; DOI: https://doi.org/10.3905/jfi.2004.391029
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  Interpolating the Term Structure from Par Yield and Swap Curves

  Richard J.. Rendleman

  The Journal of Fixed Income Spring 2004, 13 (4) 80-89; DOI: https://doi.org/10.3905/jfi.2004.391030
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  Information Content of Maturing TIIS

  Quentin C. Chu, Deborah N. Pittman and Linda Q. Yu

  The Journal of Fixed Income Spring 2004, 13 (4) 90-99; DOI: https://doi.org/10.3905/jfi.2004.391031