The Journal of Fixed Income: 21 (4)

The Journal of Fixed Income

Spring 2012; Volume 21,Issue 4

Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Spring 2012, 21 (4) 1; DOI: https://doi.org/10.3905/jfi.2012.21.4.001
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Problems with Using CDS to Infer Default Probabilities
Robert A. Jarrow

The Journal of Fixed Income Spring 2012, 21 (4) 6-12; DOI: https://doi.org/10.3905/jfi.2012.21.4.006
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Inferring Default Probabilities from Credit Spreads
Terry Benzschawel and Andrew Assing

The Journal of Fixed Income Spring 2012, 21 (4) 13-24; DOI: https://doi.org/10.3905/jfi.2012.21.4.013
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Bankruptcy Prediction Models and the Cost of Debt
Sattar A. Mansi, William F. Maxwell and Andrew (Jianzhong) Zhang

The Journal of Fixed Income Spring 2012, 21 (4) 25-42; DOI: https://doi.org/10.3905/jfi.2012.21.4.025
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Evaluation of Mortgage Credit Risk
Lakhbir Hayre and Sudhir Chiluveru

The Journal of Fixed Income Spring 2012, 21 (4) 43-54; DOI: https://doi.org/10.3905/jfi.2012.21.4.043
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Mortgage Modification Activity—Recent Developments
Laurie S. Goodman, Roger Ashworth, Brian Landy and Lidan Yang

The Journal of Fixed Income Spring 2012, 21 (4) 55-68; DOI: https://doi.org/10.3905/jfi.2012.21.4.055
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Higher-Order Durations with Respect to Inflation and Real Rates and Their Portfolio Management Applications
Frank J. Fabozzi and Yuewu Xu

The Journal of Fixed Income Spring 2012, 21 (4) 69-79; DOI: https://doi.org/10.3905/jfi.2012.21.4.069