The Journal of Fixed Income: 15 (2)

The Journal of Fixed Income

Fall 2005; Volume 15,Issue 2

Open Access
Editor's Letter
Stanley J. Kon

The Journal of Fixed Income Fall 2005, 15 (2) 5; DOI: https://doi.org/10.3905/jfi.2005.591614

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Riding the Yield Curve
David S. Bieri and Ludwig B. Chincarini

The Journal of Fixed Income Fall 2005, 15 (2) 6-35; DOI: https://doi.org/10.3905/jfi.2005.591606
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Tracking the U.S. Treasury
John J.. Merrick

The Journal of Fixed Income Fall 2005, 15 (2) 37-50; DOI: https://doi.org/10.3905/jfi.2005.591607
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Estimating and Hedging Most Probable Extreme Changes in Multicurrency Term Structures
Mathieu Dieudonné and Jean-Christophe Curtillet

The Journal of Fixed Income Fall 2005, 15 (2) 51-62; DOI: https://doi.org/10.3905/jfi.2005.591609
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A Multifactor Approach for Systematic Default and Recovery Risk
Daniel Rösch and Harald Scheule

The Journal of Fixed Income Fall 2005, 15 (2) 63-75; DOI: https://doi.org/10.3905/jfi.2005.591610
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Benchmarking Model of Default Probabilities of Listed Companies
Cho Hoi Hui, Tak-Chuen Wong, Chi-Fai Lo and Ming-Xi Huang

The Journal of Fixed Income Fall 2005, 15 (2) 76-86; DOI: https://doi.org/10.3905/jfi.2005.591611
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Default Correlation Among Non-Financial Corporate Affiliates
Kenneth M. Emery and Richard Cantor

The Journal of Fixed Income Fall 2005, 15 (2) 87-96; DOI: https://doi.org/10.3905/jfi.2005.591612
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Default and Recovery Rates of Sovereign Bonds
Jochen R. Andritzky

The Journal of Fixed Income Fall 2005, 15 (2) 97-108; DOI: https://doi.org/10.3905/jfi.2005.591613