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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

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More articles from Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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