Table of Contents

Article

• Open Access

  Editor’s Letter

  Stanley J. Kon

  The Journal of Fixed Income Fall 2012, 22 (2) 1; DOI: https://doi.org/10.3905/jfi.2012.22.2.001
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  Integration of Structured Finance Exposures in the
  Basel II Model: Analytical Results

  Kilian Plank

  The Journal of Fixed Income Fall 2012, 22 (2) 7-18; DOI: https://doi.org/10.3905/jfi.2012.22.2.007
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  Risk Premia in Covered Bond Markets

  Marcel Prokopczuk and Volker Vonhoff

  The Journal of Fixed Income Fall 2012, 22 (2) 19-29; DOI: https://doi.org/10.3905/jfi.2012.22.2.019
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  Long-Run Risk Dynamics, Instabilities, and Breaks on European Credit Markets over a Crisis Period

  Burcu Kapar, Ricardo Laborda and Jose Olmo

  The Journal of Fixed Income Fall 2012, 22 (2) 31-43; DOI: https://doi.org/10.3905/jfi.2012.22.2.031
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  Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching Framework

  Jow-Ran Chang, Mao-Wei Hung and Feng-Tse Tsai

  The Journal of Fixed Income Fall 2012, 22 (2) 44-56; DOI: https://doi.org/10.3905/jfi.2012.22.2.044
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  A Model-Based Approach to Constructing Corporate Bond Portfolios

  Zan Li, Jing Zhang and Christopher Crossen

  The Journal of Fixed Income Fall 2012, 22 (2) 57-71; DOI: https://doi.org/10.3905/jfi.2012.22.2.057
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  Momentum in Government-Bond Markets

  Bac Van Luu and Peiyi Yu

  The Journal of Fixed Income Fall 2012, 22 (2) 72-79; DOI: https://doi.org/10.3905/jfi.2012.22.2.072