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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Summer 2017; Volume 27,Issue 1

Editor’s Letter

  • Open Access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Summer 2017, 27 (1) 1; DOI: https://doi.org/10.3905/jfi.2017.27.1.001

A Conditional Variance Model of Corporate Bond Excess Return Distributions

  • You have access
    A Conditional Variance Model of Corporate Bond Excess Return Distributions
    Kevin J. Stoll
    The Journal of Fixed Income Summer 2017, 27 (1) 6-26; DOI: https://doi.org/10.3905/jfi.2017.27.1.006

The Risk Parity Principle Applied to a Corporate Bond Index

  • You have access
    The Risk Parity Principle Applied to a Corporate Bond Index
    Lauren Stagnol
    The Journal of Fixed Income Summer 2017, 27 (1) 27-48; DOI: https://doi.org/10.3905/jfi.2017.27.1.027

Bond ETF Arbitrage Strategies and Daily Cash Flow

  • You have access
    Bond ETF Arbitrage Strategies and Daily Cash Flow
    Jon A. Fulkerson, Susan D. Jordan and Denver H. Travis
    The Journal of Fixed Income Summer 2017, 27 (1) 49-65; DOI: https://doi.org/10.3905/jfi.2017.27.1.049

The Predictive Power of the Implied Volatility of Interest Rates: Evidence from USD, EUR, and JPY Swaption

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    The Predictive Power of the Implied Volatility of Interest Rates: Evidence from USD, EUR, and JPY Swaption
    Takahiro Hattori
    The Journal of Fixed Income Summer 2017, 27 (1) 67-76; DOI: https://doi.org/10.3905/jfi.2017.27.1.067

Bond Liquidity Scores

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    Bond Liquidity Scores
    Mohamed Ben Slimane and Marielle de Jong
    The Journal of Fixed Income Summer 2017, 27 (1) 77-82; DOI: https://doi.org/10.3905/jfi.2017.27.1.077

Creating a Live Yield Curve in the Illiquid Muni Market

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    Creating a Live Yield Curve in the Illiquid Muni Market
    Andrew Kalotay
    The Journal of Fixed Income Summer 2017, 27 (1) 84-91; DOI: https://doi.org/10.3905/jfi.2017.27.1.084
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The Journal of Fixed Income: 27 (1)
The Journal of Fixed Income
Vol. 27, Issue 1
Summer 2017
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