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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Summer 2007; Volume 17,Issue 1
  • Open Access
    Editor's Letter
    Stanley J. Kon
    The Journal of Fixed Income Summer 2007, 17 (1) 1; DOI: https://doi.org/10.3905/jfi.2007.688967
  • You have access
    A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios
    Lionel Martellini and Jean-Christophe Meyfredi
    The Journal of Fixed Income Summer 2007, 17 (1) 5-15; DOI: https://doi.org/10.3905/jfi.2007.688961
  • You have access
    Optimal Leveraging of Fixed Income Portfolios with Interest Rate Structured Products
    Mathieu Dieudonné and Jean-Christophe Curtillet
    The Journal of Fixed Income Summer 2007, 17 (1) 16-25; DOI: https://doi.org/10.3905/jfi.2007.688962
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    A Density-Dependent Model for Credit Ratings Migration Dynamics
    Dror Parnes
    The Journal of Fixed Income Summer 2007, 17 (1) 26-37; DOI: https://doi.org/10.3905/jfi.2007.688963
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    The Complementary Nature of Ratings and Market-Based Measures of Default Risk
    Gunter Löffler
    The Journal of Fixed Income Summer 2007, 17 (1) 38-47; DOI: https://doi.org/10.3905/jfi.2007.688964
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    Integrating Market and Credit Risk Using a Simplified Frailty Default Correlation Structure
    Cheng-Kun Kuo and Chih-Wei Lee
    The Journal of Fixed Income Summer 2007, 17 (1) 48-58; DOI: https://doi.org/10.3905/jfi.2007.688965
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    Another Look at the Relation Between Credit Spreads and Interest Rates
    Mingyan Lin and Jean-Christophe Curtillet
    The Journal of Fixed Income Summer 2007, 17 (1) 59-71; DOI: https://doi.org/10.3905/jfi.2007.688966
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The Journal of Fixed Income
Vol. 17, Issue 1
Summer 2007
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