Table of Contents
Winter 2005; Volume 15,Issue 3
B
Byström, Hans N.E.
- You have accessUsing Credit Derivatives to Compute Marketwide Default Probability Term StructuresHans N.E. ByströmThe Journal of Fixed Income Winter 2005, 15 (3) 34-41; DOI: https://doi.org/10.3905/jfi.2005.605422
C
Chen, Andrew H.
- You have accessA Model for Convexity-Based Cross-Hedges with Treasury FuturesAndrew H. Chen, Joseph Kang and Baochen YangThe Journal of Fixed Income Winter 2005, 15 (3) 68-79; DOI: https://doi.org/10.3905/jfi.2005.605425
D
Daniels, Kenneth N.
- You have accessThe Effect of Credit Ratings on Credit Default Swap Spreads and Credit SpreadsKenneth N. Daniels and Malene Shin JensenThe Journal of Fixed Income Winter 2005, 15 (3) 16-33; DOI: https://doi.org/10.3905/jfi.2005.605421
Dopfel, Frederick E.
- You have accessThe Efficiency Gains of Long-Short Credit StrategiesFrederick E. Dopfel and Sunder R. RamkumarThe Journal of Fixed Income Winter 2005, 15 (3) 5-15; DOI: https://doi.org/10.3905/jfi.2005.605420
E
Elizalde, Abel
- You have accessDo We Need to Worry about Credit Risk Correlation?Abel ElizaldeThe Journal of Fixed Income Winter 2005, 15 (3) 42-59; DOI: https://doi.org/10.3905/jfi.2005.605423
J
Jensen, Malene Shin
- You have accessThe Effect of Credit Ratings on Credit Default Swap Spreads and Credit SpreadsKenneth N. Daniels and Malene Shin JensenThe Journal of Fixed Income Winter 2005, 15 (3) 16-33; DOI: https://doi.org/10.3905/jfi.2005.605421
K
Kang, Joseph
- You have accessA Model for Convexity-Based Cross-Hedges with Treasury FuturesAndrew H. Chen, Joseph Kang and Baochen YangThe Journal of Fixed Income Winter 2005, 15 (3) 68-79; DOI: https://doi.org/10.3905/jfi.2005.605425
Kon, Stanley J.
- Open AccessEditor's LetterStanley J. KonThe Journal of Fixed Income Winter 2005, 15 (3) 4; DOI: https://doi.org/10.3905/jfi.2005.605426
Kozhemiakin, Alexander V.
- You have accessCyclical Considerations in Valuing Emerging Markets DebtAlexander V. KozhemiakinThe Journal of Fixed Income Winter 2005, 15 (3) 60-67; DOI: https://doi.org/10.3905/jfi.2005.605424
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Ramkumar, Sunder R.
- You have accessThe Efficiency Gains of Long-Short Credit StrategiesFrederick E. Dopfel and Sunder R. RamkumarThe Journal of Fixed Income Winter 2005, 15 (3) 5-15; DOI: https://doi.org/10.3905/jfi.2005.605420
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Yang, Baochen
- You have accessA Model for Convexity-Based Cross-Hedges with Treasury FuturesAndrew H. Chen, Joseph Kang and Baochen YangThe Journal of Fixed Income Winter 2005, 15 (3) 68-79; DOI: https://doi.org/10.3905/jfi.2005.605425