Volume 11; Issue 2

The Journal of Fixed Income

Volume 11; Issue 2
1

Testing for Rating Consistency in Annual Default Rates

Cantor, Richard, Falkenstein, Eric
Journal:
The Journal of Fixed Income
Year:
2001
Language:
english
File:
PDF, 261 KB
english, 2001
2

An Empirical Analysis of Credit Spread Innovations

Brown, David T
Journal:
The Journal of Fixed Income
Year:
2001
Language:
english
File:
PDF, 209 KB
english, 2001
3

Dynamics of Credit Spreads

Bhanot, Karan
Journal:
The Journal of Fixed Income
Year:
2001
Language:
english
File:
PDF, 197 KB
english, 2001
4

Unique Risk-Return Characteristics of High-Yield Bonds

Reilly, Frank K, Wright, David J
Journal:
The Journal of Fixed Income
Year:
2001
Language:
english
File:
PDF, 351 KB
english, 2001
5

Estimating Corporate Yield Curves

Díaz, Antonio, Skinner, Frank S
Journal:
The Journal of Fixed Income
Year:
2001
Language:
english
File:
PDF, 170 KB
english, 2001
6

Rating- and Firm Value-Based Valuation of Credit Swaps

Wei, Jason Z
Journal:
The Journal of Fixed Income
Year:
2001
Language:
english
File:
PDF, 247 KB
english, 2001
7

Explaining Performance Trends in Leveraged Loan Investments

Fredman, Albert J, Reising, Joseph J
Journal:
The Journal of Fixed Income
Year:
2001
Language:
english
File:
PDF, 227 KB
english, 2001
8

Editor's Letter

Kon, Stanley J
Journal:
The Journal of Fixed Income
Year:
2001
Language:
english
File:
PDF, 28 KB
english, 2001