The Journal of Fixed Income: 21 (2)

The Journal of Fixed Income

Fall 2011; Volume 21,Issue 2

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