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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

  • Home
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  • More
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  • Internet Searches, Household Sentiment, and Credit Spreads
    Hans Byström
  • JFI_32_2_Fabozzi
    Contributions of The Journal of Fixed Income to Fixed-Income Analytics
    Frank J. Fabozzi
  • JFI_32_1_Kraizberg
    Are Real Rates of Interest Negative? Implications For Expected Inflation
    Elli Kraizberg
  • JFI Amadeus
    Central Bank Monetary Tones and Yields
    Musa Amadeus, Rajeev Bhargava, Tim Graf, Michael Guidi, Michael Metcalfe, Gideon Ozik, and Ronnie Sadka
  • Rise of the Machines: Application of Machine Learning to Mortgage Prepayment Modeling
    Glenn M. Schultz and Frank J. Fabozzi
  • Call for papers!
    Submit an article today
  • Testing the Forecasting Ability of Multi-Factor Models on Non-US Interbank Rates
    Diana Tunaru, Francesco A. Fabozzi and Frank J. Fabozzi
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Latest Articles

  • You have access
    Does the Cochrane-Piazzesi Factor Predict? An International Resampling Perspective
    Riccardo Rebonato and Pietro Zanetti
    The Journal of Fixed Income Spring 2023, jfi.2023.1.156; DOI: https://doi.org/10.3905/jfi.2023.1.156
  • You have access
    CMS Spread Options Pricing under the CHH Model
    Ren-Raw Chen, Xiaowei Li and Pei-Lin Hsieh
    The Journal of Fixed Income Spring 2023, jfi.2023.1.155; DOI: https://doi.org/10.3905/jfi.2023.1.155
  • You have access
    Do Bond Investors Know Better Than the Credit Rating Agencies?
    Miles Livingston, Yao Zheng and Lei Zhou
    The Journal of Fixed Income Spring 2023, jfi.2023.1.154; DOI: https://doi.org/10.3905/jfi.2023.1.154
  • You have access
    The Transition from Interbank Offered Rates to Risk-Free Rates: Evolution in Pricing Models for Interest Rate Derivatives
    Vincenzo Russo and Frank J. Fabozzi
    The Journal of Fixed Income Spring 2023, jfi.2023.1.153; DOI: https://doi.org/10.3905/jfi.2023.1.153
  • You have access
    COVID-19 Pandemic and Bond ETF Valuation Discount
    Hongfei Tang, Kangzhen Xie and Xiaoqing Eleanor Xu
    The Journal of Fixed Income Winter 2023, 32 (3) 83-115; DOI: https://doi.org/10.3905/jfi.2022.1.148
  • You have access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Winter 2023, 32 (3) 1; DOI: https://doi.org/10.3905/jfi.2022.32.3.001
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DISCOVER RESEARCH FROM OUR AUTHORS

In our series of videos, the authors of research published in The Journal of Fixed Income, discuss the findings of their article, offering more in-depth analysis around it and explain how the conclusions can be implemented in practice.

John Burke
Leon Hess Business School, Monmouth University
Terry Benzschawel
Citi Institutional Clients Group
Laurie S. Goodman
Amherst Securities Group LP

 

ABOUT THE JOURNAL OF FIXED INCOME

The Journal of Fixed Income (JFI) provides sophisticated analytical research and case studies on bond instruments of all types – investment grade, high-yield, municipals, ABS and MBS, and structured products such as CDOs and credit derivatives. Industry experts offer detailed models and analyses of fixed income structuring, performance tracking, and risk management. JFI helps readers to manage bond portfolios more efficiently, evaluate interest rate strategies and manage interest rate risk, gain insights on structured products, and to stay on the cutting edge of fixed income markets.

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Current issue

The Journal of Fixed Income: 32 (3)
The Journal of Fixed Income
Vol. 32, Issue 3
Winter 2023
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