Table of Contents

Primary Article

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  The Efficiency Gains of Long-Short Credit Strategies

  Frederick E. Dopfel and Sunder R. Ramkumar

  The Journal of Fixed Income Winter 2005, 15 (3) 5-15; DOI: https://doi.org/10.3905/jfi.2005.605420
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  The Effect of Credit Ratings on Credit Default Swap Spreads and Credit Spreads

  Kenneth N. Daniels and Malene Shin Jensen

  The Journal of Fixed Income Winter 2005, 15 (3) 16-33; DOI: https://doi.org/10.3905/jfi.2005.605421
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  Using Credit Derivatives to Compute Marketwide Default Probability Term Structures

  Hans N.E. Byström

  The Journal of Fixed Income Winter 2005, 15 (3) 34-41; DOI: https://doi.org/10.3905/jfi.2005.605422
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  Do We Need to Worry about Credit Risk Correlation?

  Abel Elizalde

  The Journal of Fixed Income Winter 2005, 15 (3) 42-59; DOI: https://doi.org/10.3905/jfi.2005.605423
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  Cyclical Considerations in Valuing Emerging Markets Debt

  Alexander V. Kozhemiakin

  The Journal of Fixed Income Winter 2005, 15 (3) 60-67; DOI: https://doi.org/10.3905/jfi.2005.605424
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  A Model for Convexity-Based Cross-Hedges with Treasury Futures

  Andrew H. Chen, Joseph Kang and Baochen Yang

  The Journal of Fixed Income Winter 2005, 15 (3) 68-79; DOI: https://doi.org/10.3905/jfi.2005.605425