The Journal of Fixed Income: 20 (3)

The Journal of Fixed Income

Winter 2011; Volume 20,Issue 3

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

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