Table of Contents

Spring 2012; Volume 21,Issue 4

A

  1. Ashworth, Roger

    1. 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

  2. Assing, Andrew

    1. 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

B

  1. Benzschawel, Terry

    1. 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

C

  1. Chiluveru, Sudhir

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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

G

  1. Goodman, Laurie S.

    1. 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

H

  1. Hayre, Lakhbir

    1. 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

J

  1. Jarrow, Robert A.

    1. 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

K

  1. Kon, Stanley J.

    1. 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

L

  1. Landy, Brian

    1. 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

M

  1. Mansi, Sattar A.

    1. 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

  2. Maxwell, William F.

    1. 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

X

  1. Xu, Yuewu

    1. 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

Y

  1. Yang, Lidan

    1. 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

Z

  1. Zhang, Andrew (Jianzhong)

    1. 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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The Journal of Fixed Income: 21 (4)
The Journal of Fixed Income
Vol. 21, Issue 4
Spring 2012
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