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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Spring 2005; Volume 14,Issue 4

Primary Article

  • Open Access
    Editor's Letter
    Stanley J. Kon
    The Journal of Fixed Income Spring 2005, 14 (4) 4; DOI: https://doi.org/10.3905/jfi.2005.491117
  • You have access
    Pricing Multiname Default Swaps with Counterparty Risk
    Roy Mashal and Marco Naldi
    The Journal of Fixed Income Spring 2005, 14 (4) 5-16; DOI: https://doi.org/10.3905/jfi.2005.491108
  • You have access
    Credit Default Swaps
    Lei Meng and Owain AP Gwilym
    The Journal of Fixed Income Spring 2005, 14 (4) 17-28; DOI: https://doi.org/10.3905/jfi.2005.491109
  • You have access
    Determinants of Recovery Rates on Defaulted Bonds and Loans for North American Corporate Issuers
    Praveen Varma and Richard Cantor
    The Journal of Fixed Income Spring 2005, 14 (4) 29-44; DOI: https://doi.org/10.3905/jfi.2005.491110
  • You have access
    The Term Structure of Sovereign Spreads in Emerging Markets
    Katia Rocha and Francisco A. Alcaraz Garcia
    The Journal of Fixed Income Spring 2005, 14 (4) 45-56; DOI: https://doi.org/10.3905/jfi.2005.491112
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    Does Mortgage Hedging Raise Long-Term Interest Rate Volatility?
    Yan Chang, Douglas McManus and Buchi Ramagopal
    The Journal of Fixed Income Spring 2005, 14 (4) 57-66; DOI: https://doi.org/10.3905/jfi.2005.491114
  • You have access
    Improving Discrete Implementation of the Hull and White Two-Factor Model
    Matthias Muck and Markus Rudolf
    The Journal of Fixed Income Spring 2005, 14 (4) 67-75; DOI: https://doi.org/10.3905/jfi.2005.491116
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The Journal of Fixed Income
Vol. 14, Issue 4
Spring 2005
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