The Journal of Fixed Income

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Cyclical Considerations in Valuing Emerging Markets Debt
Alexander V. Kozhemiakin

The Journal of Fixed Income Winter 2005, 15 (3) 60-67; DOI: https://doi.org/10.3905/jfi.2005.605424
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A Model for Convexity-Based Cross-Hedges with Treasury Futures
Andrew H. Chen, Joseph Kang and Baochen Yang

The Journal of Fixed Income Winter 2005, 15 (3) 68-79; DOI: https://doi.org/10.3905/jfi.2005.605425
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The Effect of Credit Ratings on Credit Default Swap Spreads and Credit Spreads
Kenneth N. Daniels and Malene Shin Jensen

The Journal of Fixed Income Winter 2005, 15 (3) 16-33; DOI: https://doi.org/10.3905/jfi.2005.605421
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Using Credit Derivatives to Compute Marketwide Default Probability Term Structures
Hans N.E. Byström

The Journal of Fixed Income Winter 2005, 15 (3) 34-41; DOI: https://doi.org/10.3905/jfi.2005.605422
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Do We Need to Worry about Credit Risk Correlation?
Abel Elizalde

The Journal of Fixed Income Winter 2005, 15 (3) 42-59; DOI: https://doi.org/10.3905/jfi.2005.605423
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The Efficiency Gains of Long-Short Credit Strategies
Frederick E. Dopfel and Sunder R. Ramkumar

The Journal of Fixed Income Winter 2005, 15 (3) 5-15; DOI: https://doi.org/10.3905/jfi.2005.605420
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Tracking the U.S. Treasury
John J.. Merrick

The Journal of Fixed Income Fall 2005, 15 (2) 37-50; DOI: https://doi.org/10.3905/jfi.2005.591607
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Estimating and Hedging Most Probable Extreme Changes in Multicurrency Term Structures
Mathieu Dieudonné and Jean-Christophe Curtillet

The Journal of Fixed Income Fall 2005, 15 (2) 51-62; DOI: https://doi.org/10.3905/jfi.2005.591609
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Default and Recovery Rates of Sovereign Bonds
Jochen R. Andritzky

The Journal of Fixed Income Fall 2005, 15 (2) 97-108; DOI: https://doi.org/10.3905/jfi.2005.591613
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A Multifactor Approach for Systematic Default and Recovery Risk
Daniel Rösch and Harald Scheule

The Journal of Fixed Income Fall 2005, 15 (2) 63-75; DOI: https://doi.org/10.3905/jfi.2005.591610

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