Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Winter 2019; Volume 28,Issue 3

Editor’s Letter

  • Open Access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Winter 2019, 28 (3) 1; DOI: https://doi.org/10.3905/jfi.2018.28.3.001

(Il)liquidity Premium in Credit Markets: A Myth?

  • You have access
    (Il)liquidity Premium in Credit Markets: A Myth?
    Scott Richardson and Diogo Palhares
    The Journal of Fixed Income Winter 2019, 28 (3) 5-23; DOI: https://doi.org/10.3905/jfi.2018.1.065

How a Credit Enhancement Affects Bond Liquidity and Default Risk of the Firm

  • You have access
    How a Credit Enhancement Affects Bond Liquidity and Default Risk of the Firm
    Jeffrey R. Black, Seth A. Hoelscher and Duane Stock
    The Journal of Fixed Income Winter 2019, 28 (3) 24-37; DOI: https://doi.org/10.3905/jfi.2018.28.3.024

When a Fact May Not Be a Fact—and So What? An Analysis of Credit Default Statistics

  • You have access
    When a Fact May Not Be a Fact—and So What? An Analysis of Credit Default Statistics
    Chris Dialynas
    The Journal of Fixed Income Winter 2019, 28 (3) 38-45; DOI: https://doi.org/10.3905/jfi.2018.28.3.038

Residual Equity Momentum Spillover in Global Corporate Bond Markets

  • You have access
    Residual Equity Momentum Spillover in Global Corporate Bond Markets
    Demir Bektić
    The Journal of Fixed Income Winter 2019, 28 (3) 46-54; DOI: https://doi.org/10.3905/jfi.2018.28.3.046

The Three-Factor Hedging Strategy for Mortgage Pass-Through Securities: Empirical Evidence

  • You have access
    The Three-Factor Hedging Strategy for Mortgage Pass-Through Securities: Empirical Evidence
    Emory E. Ruscus, Frank J. Fabozzi and Glenn Schultz
    The Journal of Fixed Income Winter 2019, 28 (3) 55-67; DOI: https://doi.org/10.3905/jfi.2018.1.066

A Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBOR

  • You have access
    A Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBOR
    Ren-Raw Chen, Pei-Lin Hsieh, Jeffrey Huang and Joe Huang
    The Journal of Fixed Income Winter 2019, 28 (3) 68-87; DOI: https://doi.org/10.3905/jfi.2018.28.3.068
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Fixed Income: 28 (3)
The Journal of Fixed Income
Vol. 28, Issue 3
Winter 2019
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies