Table of Contents

Primary Article

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  Short-Term Predictability of the Term Structure

  Haim Reisman and Gady Zohar

  The Journal of Fixed Income Winter 2004, 14 (3) 7-14; DOI: https://doi.org/10.3905/jfi.2004.461448
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  TIPS, Break-Even Inflation, and Inflation Forecasts

  Florian Bardong and Thorsten Lehnert

  The Journal of Fixed Income Winter 2004, 14 (3) 15-35; DOI: https://doi.org/10.3905/jfi.2004.461449
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  Credit Spread Modeling with Regime-Switching Techniques

  Andrew Davies

  The Journal of Fixed Income Winter 2004, 14 (3) 36-48; DOI: https://doi.org/10.3905/jfi.2004.461450
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  Parsimonious Estimation of Credit Spreads

  Rainer Jankowitsch and Stefan Pichler

  The Journal of Fixed Income Winter 2004, 14 (3) 49-63; DOI: https://doi.org/10.3905/jfi.2004.461451
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  Implications of Stochastic Recovery Rates in Evaluating CDO Tranches

  Tania Garcia, Arthur Maghakian and Sanjay Sharma

  The Journal of Fixed Income Winter 2004, 14 (3) 64-71; DOI: https://doi.org/10.3905/jfi.2004.461452
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  A Poisson Model with Common Shocks for CDO Valuation

  Chih-Wei Lee, Cheng-Kun Kuo and Jorge Luis Urrutia

  The Journal of Fixed Income Winter 2004, 14 (3) 72-81; DOI: https://doi.org/10.3905/jfi.2004.461453
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  Measuring Final Loss Severity of Defaulted RMBS

  Jian Hu and Richard Cantor

  The Journal of Fixed Income Winter 2004, 14 (3) 82-91; DOI: https://doi.org/10.3905/jfi.2004.461454