Table of Contents

Article

• Open Access

  Editor’s Letter

  Stanley J. Kon

  The Journal of Fixed Income Winter 2011, 20 (3) 1; DOI: https://doi.org/10.3905/jfi.2011.20.3.001
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  Dissecting Corporate Bond and CDS Spreads

  Hai Lin, Sheen Liu and Chunchi Wu

  The Journal of Fixed Income Winter 2011, 20 (3) 7-39; DOI: https://doi.org/10.3905/jfi.2011.20.3.007
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  Credit Default Swaps: A Cash Flow Analysis

  Terry Benzschawel and Alper Corlu

  The Journal of Fixed Income Winter 2011, 20 (3) 40-55; DOI: https://doi.org/10.3905/jfi.2011.20.3.040
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  Jumps in Credit Default Swap Spreads and Stock Returns

  Patrick Trutwein, Sanjay Ramchander and Dirk Schiereck

  The Journal of Fixed Income Winter 2011, 20 (3) 56-70; DOI: https://doi.org/10.3905/jfi.2011.20.3.056
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  A Simple Empirical Model of Equity-Implied
  Probabilities of Default

  Edward Altman, Neil Fargher and Egon Kalotay

  The Journal of Fixed Income Winter 2011, 20 (3) 71-85; DOI: https://doi.org/10.3905/jfi.2011.20.3.071
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  Does It Really Hurt? An Empirical Investigation of the
  Effects of Downgradings and Negative Watches on
  European Bond Spreads

  Jean-Noël Ory, Philippe Raimbourg and Antonio Salvi

  The Journal of Fixed Income Winter 2011, 20 (3) 86-96; DOI: https://doi.org/10.3905/jfi.2011.20.3.086
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  A Recursive Parameter Estimation Technique for Term Structure Models

  Choong Tze Chua and Krishna Ramaswamy

  The Journal of Fixed Income Winter 2011, 20 (3) 97-110; DOI: https://doi.org/10.3905/jfi.2011.20.3.097