The Journal of Fixed Income

Table of Contents

Fall 2018; Volume 28,Issue 2

Editor’s Letter

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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

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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

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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

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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

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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?

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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

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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