Fixed-income portfolio management
- Estimating Implied Default Probabilities and Recovery Values
from Sovereign Bond PricesEvert B. VrugtThe Journal of Fixed Income September 2011, 21 (2) 5-14; DOI: https://doi.org/10.3905/jfi.2011.21.2.005 - A Model for Recovery Value in DefaultTerry Benzschawel, Adoito Haroon and Tuohua WuThe Journal of Fixed Income September 2011, 21 (2) 15-29; DOI: https://doi.org/10.3905/jfi.2011.21.2.015
- Editor’s LetterStanley J. KonThe Journal of Fixed Income September 2011, 21 (2) 1; DOI: https://doi.org/10.3905/jfi.2011.21.2.001
- The Dynamics of Sovereign Yield Differentials in
the EMU: New Evidence and PerspectivesRiccardo Lo ConteThe Journal of Fixed Income June 2011, 21 (1) 67-83; DOI: https://doi.org/10.3905/jfi.2011.21.1.067 - Hedging Long-Duration Liabilities with Levered
Short-Duration BondsSunder Ramkumar and Sami MesrourThe Journal of Fixed Income June 2011, 21 (1) 42-54; DOI: https://doi.org/10.3905/jfi.2011.21.1.042 - Negative Credit Spreads: Liquidity and Limits to ArbitrageKaran Bhanot and Liang GuoThe Journal of Fixed Income June 2011, 21 (1) 32-41; DOI: https://doi.org/10.3905/jfi.2011.21.1.032
- Recovery and Returns of Distressed Bonds in BankruptcyWei WangThe Journal of Fixed Income June 2011, 21 (1) 21-31; DOI: https://doi.org/10.3905/jfi.2011.21.1.021
- Editor’s LetterStanley J. KonThe Journal of Fixed Income June 2011, 21 (1) 1; DOI: https://doi.org/10.3905/jfi.2011.21.1.001
- Anisotropic Credit Scheme for Municipal Revenue BondsDror ParnesThe Journal of Fixed Income March 2011, 20 (4) 91-99; DOI: https://doi.org/10.3905/jfi.2011.20.4.091
- Forecasting Bond Returns Using Jumps in Intraday PricesJohan Duyvesteyn, Martin Martens and Siawash Safavi NicThe Journal of Fixed Income March 2011, 20 (4) 80-90; DOI: https://doi.org/10.3905/jfi.2011.20.4.080
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