Table of Contents

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
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  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
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  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
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  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
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  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
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  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