Table of Contents

Winter 2005; Volume 15,Issue 3

B

  1. Byström, Hans N.E.

    1. 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

C

  1. Chen, Andrew H.

    1. 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

D

  1. Daniels, Kenneth N.

    1. 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

  2. Dopfel, Frederick E.

    1. 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

E

  1. Elizalde, Abel

    1. 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

J

  1. Jensen, Malene Shin

    1. 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

K

  1. Kang, Joseph

    1. 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

  2. Kon, Stanley J.

    1. Open Access
      Editor's Letter
      Stanley J. Kon
      The Journal of Fixed Income Winter 2005, 15 (3) 4; DOI: https://doi.org/10.3905/jfi.2005.605426

  3. Kozhemiakin, Alexander V.

    1. 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

R

  1. Ramkumar, Sunder R.

    1. 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

Y

  1. Yang, Baochen

    1. 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
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The Journal of Fixed Income
Vol. 15, Issue 3
Winter 2005
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