The Journal of Fixed Income: 17 (1)

The Journal of Fixed Income

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
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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
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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