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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

Winter 2011; Volume 20,Issue 3

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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Fixed Income: 20 (3)
The Journal of Fixed Income
Vol. 20, Issue 3
Winter 2011
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