The Journal of Fixed Income: 19 (4)

The Journal of Fixed Income

Spring 2010; Volume 19,Issue 4

Open Access
Editor's Letter
Stanley J Kon

The Journal of Fixed Income Spring 2010, 19 (4) 1; DOI: https://doi.org/10.3905/JFI.2010.19.4.001
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A Capability Study of Portfolio Insurance Strategies for ABS Funds and CDS Total Return Indices during the Subprime Crisis
Stefan Ehlers and Marc Gürtler

The Journal of Fixed Income Spring 2010, 19 (4) 6-21; DOI: https://doi.org/10.3905/JFI.2010.19.4.006
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An Empirical Analysis of CPPI Strategies for Credit Index Tranches
Meng-Lan Yueh

The Journal of Fixed Income Spring 2010, 19 (4) 22-36; DOI: https://doi.org/10.3905/JFI.2010.19.4.022
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Margin Setting in Credit Derivatives Clearing Houses
Hans N.E Byström

The Journal of Fixed Income Spring 2010, 19 (4) 37-43; DOI: https://doi.org/10.3905/JFI.2010.19.4.037
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Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants: Evidence from the Credit Default Swap Market
Ugur N Küçük

The Journal of Fixed Income Spring 2010, 19 (4) 44-66; DOI: https://doi.org/10.3905/JFI.2010.19.4.044
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Negative Equity Trumps Unemployment in Predicting Defaults
Laurie S Goodman, Roger Ashworth, Brian Landy and Ke Yin

The Journal of Fixed Income Spring 2010, 19 (4) 67-72; DOI: https://doi.org/10.3905/JFI.2010.19.4.067
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Gains from Active Bond Portfolio Management Strategies
Naomi E Boyd and Jeffrey M Mercer

The Journal of Fixed Income Spring 2010, 19 (4) 73-83; DOI: https://doi.org/10.3905/JFI.2010.19.4.073

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