Table of Contents

Article

• Open Access

  Editor’s Letter

  Stanley J. Kon

  The Journal of Fixed Income Fall 2011, 21 (2) 1; DOI: https://doi.org/10.3905/jfi.2011.21.2.001
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  Estimating Implied Default Probabilities and Recovery Values
  from Sovereign Bond Prices

  Evert B. Vrugt

  The Journal of Fixed Income Fall 2011, 21 (2) 5-14; DOI: https://doi.org/10.3905/jfi.2011.21.2.005
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  A Model for Recovery Value in Default

  Terry Benzschawel, Adoito Haroon and Tuohua Wu

  The Journal of Fixed Income Fall 2011, 21 (2) 15-29; DOI: https://doi.org/10.3905/jfi.2011.21.2.015
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  An Alternative Way of Estimating Asset Values and Asset Value Correlations

  Hans Byström

  The Journal of Fixed Income Fall 2011, 21 (2) 30-38; DOI: https://doi.org/10.3905/jfi.2011.21.2.030
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  A Certification Model for Regulatory Arbitrage: Will Regulatory Arbitrage Persist under Basel III?

  Tobias Berg, Bernhard Gehra and Michael Kunisch

  The Journal of Fixed Income Fall 2011, 21 (2) 39-56; DOI: https://doi.org/10.3905/jfi.2011.21.2.039
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  Modification Success—What Have We Learned?

  Laurie S. Goodman, Roger Ashworth, Brian Landy and Lidan Yang

  The Journal of Fixed Income Fall 2011, 21 (2) 57-67; DOI: https://doi.org/10.3905/jfi.2011.21.2.057
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  Explaining Yield Curve Dynamics

  Roland Füss and Olena Nikitina

  The Journal of Fixed Income Fall 2011, 21 (2) 68-87; DOI: https://doi.org/10.3905/jfi.2011.21.2.068