Table of Contents

Spring 2019; Volume 28,Issue 4

B

  1. Ben Dor, Arik

    1. The Pre-FOMC Announcement Drift: An Empirical Analysis
      Arik Ben Dor and Carlo Rosa
      The Journal of Fixed Income Spring 2019, 28 (4) 60-72; DOI: https://doi.org/10.3905/jfi.2019.28.4.060

  2. Burke, John

    1. The Relative Effectiveness of the Fed Funds Futures and the Federal Open Market Committee (FOMC) Dot Plots in Predicting the Future Federal Funds Rate
      John Burke and Andreas Christofi
      The Journal of Fixed Income Spring 2019, 28 (4) 73-83; DOI: https://doi.org/10.3905/jfi.2019.28.4.073

C

  1. Christofi, Andreas

    1. The Relative Effectiveness of the Fed Funds Futures and the Federal Open Market Committee (FOMC) Dot Plots in Predicting the Future Federal Funds Rate
      John Burke and Andreas Christofi
      The Journal of Fixed Income Spring 2019, 28 (4) 73-83; DOI: https://doi.org/10.3905/jfi.2019.28.4.073

D

  1. Díaz, Antonio

    1. Credit Rating and Liquidity in the US Corporate Bond Market
      Antonio Díaz and Ana Escribano
      The Journal of Fixed Income Spring 2019, 28 (4) 46-59; DOI: https://doi.org/10.3905/jfi.2019.28.4.046

E

  1. Escribano, Ana

    1. Credit Rating and Liquidity in the US Corporate Bond Market
      Antonio Díaz and Ana Escribano
      The Journal of Fixed Income Spring 2019, 28 (4) 46-59; DOI: https://doi.org/10.3905/jfi.2019.28.4.046

K

  1. Kagraoka, Yusho

    1. Are the Risk-Free Interest Rates Correlated with Sovereign Default Intensities?
      Yusho Kagraoka
      The Journal of Fixed Income Spring 2019, 28 (4) 91-103; DOI: https://doi.org/10.3905/jfi.2019.1.068

  2. Kon, Stanley J.

    1. Open Access
      Editor’s Letter
      Stanley J. Kon
      The Journal of Fixed Income Spring 2019, 28 (4) 1; DOI: https://doi.org/10.3905/jfi.2019.28.4.001

L

  1. Liu, Sheen

    1. What Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) Market
      Sheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun Yoo
      The Journal of Fixed Income Spring 2019, 28 (4) 5-45; DOI: https://doi.org/10.3905/jfi.2019.1.069

M

  1. McCoy, Bill

    1. Market Prices versus Fair Value Pricing for Fixed Income: Why the Diff?
      Bill McCoy
      The Journal of Fixed Income Spring 2019, 28 (4) 84-90; DOI: https://doi.org/10.3905/jfi.2019.28.4.084

R

  1. Rosa, Carlo

    1. The Pre-FOMC Announcement Drift: An Empirical Analysis
      Arik Ben Dor and Carlo Rosa
      The Journal of Fixed Income Spring 2019, 28 (4) 60-72; DOI: https://doi.org/10.3905/jfi.2019.28.4.060

W

  1. Wu, Chunchi

    1. What Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) Market
      Sheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun Yoo
      The Journal of Fixed Income Spring 2019, 28 (4) 5-45; DOI: https://doi.org/10.3905/jfi.2019.1.069

Y

  1. Yeh, Chung-Ying

    1. What Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) Market
      Sheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun Yoo
      The Journal of Fixed Income Spring 2019, 28 (4) 5-45; DOI: https://doi.org/10.3905/jfi.2019.1.069

  2. Yoo, Woongsun

    1. What Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) Market
      Sheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun Yoo
      The Journal of Fixed Income Spring 2019, 28 (4) 5-45; DOI: https://doi.org/10.3905/jfi.2019.1.069
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