Journal of fixed income

• 

  Año 2004, Vol. 13, Número 4

  • Untitled

    pág. 1

    

  • Defaults and Losses Given Default of Structured Finance Securities

    págs. 5-24

    

  • Rating Agency Actions Around the Investment-Grade Boundary

    págs. 25-37

    

  • An Empirical Study of Structural Credit Risk Models Using Stock and Bond Prices

    págs. 38-49

    

  • Applying Bankruptcy Prediction Models to Distressed High Yield Bond Issues

    págs. 50-56

    

  • Benefits of International Bond Diversification

    págs. 57-72

    

  • An ARMS Prepayment Model: A Parsimonious Approach

    págs. 73-79

    

  • Interpolating the Term Structure from Par Yield and Swap Curves

    págs. 80-89

    

  • Information Content of Maturing TIIS

    págs. 90-99