The Journal of Fixed Income

Table of Contents

Fall 2018; Volume 28,Issue 2

Editor’s Letter

Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Fall 2018, 28 (2) 1; DOI: https://doi.org/10.3905/jfi.2018.28.2.001

Investment Performance of Credit Risk Transfer Securities (CRTs): The Early Evidence

You have access
Investment Performance of Credit Risk Transfer Securities (CRTs): The Early Evidence
Chao Gao and John J. McConnell

The Journal of Fixed Income Fall 2018, 28 (2) 6-15; DOI: https://doi.org/10.3905/jfi.2018.28.2.006

An Econometric Analysis of the Determinants of CVA Spreads

You have access
An Econometric Analysis of the Determinants of CVA Spreads
Issouf Soumaré

The Journal of Fixed Income Fall 2018, 28 (2) 16-30; DOI: https://doi.org/10.3905/jfi.2018.28.2.016

Duration and Globalization

You have access
Duration and Globalization
Zvika Afik, Gady Jacoby and Zvi Wiener

The Journal of Fixed Income Fall 2018, 28 (2) 31-43; DOI: https://doi.org/10.3905/jfi.2018.28.2.031

The Impact of the Employment Report and Forecasts Thereof on Fixed-Income Markets

You have access
The Impact of the Employment Report and Forecasts Thereof on Fixed-Income Markets
Louis Ederington and Wei Guan

The Journal of Fixed Income Fall 2018, 28 (2) 44-54; DOI: https://doi.org/10.3905/jfi.2018.1.063

Do Credit Ratings Move Toward The Market, Or Vice Versa?

You have access
Do Credit Ratings Move Toward The Market, Or Vice Versa?
Colin Ellis, Kumar Kanthan and Veronica Zheng

The Journal of Fixed Income Fall 2018, 28 (2) 55-63; DOI: https://doi.org/10.3905/jfi.2018.28.2.055

Assessment of Credit Risk Models on Rule 144A Corporate Bonds

You have access
Assessment of Credit Risk Models on Rule 144A Corporate Bonds
Mark Johnson, Karyl Leggio and Yoon S. Shin

The Journal of Fixed Income Fall 2018, 28 (2) 65-83; DOI: https://doi.org/10.3905/jfi.2018.1.064

In this issue

Sign up for alerts