Journal of fixed income

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  Año 2005, Vol. 15, Número 2

  • The Journal of FIXED INCOME

    Stanley J. Kon

    pág. 1

    

  • Riding the Yield Curve: A Variety of Strategies

    David S. Bieri, Ludwig B. Chincarini

    págs. 6-35

    

  • Tracking the U.S. Treasury: Footprints from the Treasury's Debt Buy-Back Program

    John J. Merrick Jr.

    págs. 37-50

    

  • Estimating and Hedging Most Probable Extreme Changes in Multicurrency Term Structures

    Jean-Christophe Curtillet, Mathieu Dieudonné

    págs. 51-62

    

  • A Multifactor Approach for Systematic Default and Recovery Risk

    Harald Scheule, Daniel Rösch

    págs. 63-75

    

  • Benchmarking Model of Default Probabilities of Listed Companies

    págs. 76-86

    

  • Default Correlation Among Non-Financial Corporate Affiliates

    Kenneth M. Emery, Richard Cantor

    págs. 87-96

    

  • Default and Recovery Rates of Sovereign Bonds: A Case Study of the Argentine Crisis

    Jochen R. Andritzky

    págs. 97-107