Table of Contents
Spring 2019; Volume 28,Issue 4
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Ben Dor, Arik
- You have accessThe Pre-FOMC Announcement Drift: An Empirical AnalysisArik Ben Dor and Carlo RosaThe Journal of Fixed Income Spring 2019, 28 (4) 60-72; DOI: https://doi.org/10.3905/jfi.2019.28.4.060
Burke, John
- You have accessThe Relative Effectiveness of the Fed Funds Futures and the Federal Open Market Committee (FOMC) Dot Plots in Predicting the Future Federal Funds RateJohn Burke and Andreas ChristofiThe Journal of Fixed Income Spring 2019, 28 (4) 73-83; DOI: https://doi.org/10.3905/jfi.2019.28.4.073
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Christofi, Andreas
- You have accessThe Relative Effectiveness of the Fed Funds Futures and the Federal Open Market Committee (FOMC) Dot Plots in Predicting the Future Federal Funds RateJohn Burke and Andreas ChristofiThe Journal of Fixed Income Spring 2019, 28 (4) 73-83; DOI: https://doi.org/10.3905/jfi.2019.28.4.073
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Díaz, Antonio
- You have accessCredit Rating and Liquidity in the US Corporate Bond MarketAntonio Díaz and Ana EscribanoThe Journal of Fixed Income Spring 2019, 28 (4) 46-59; DOI: https://doi.org/10.3905/jfi.2019.28.4.046
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Escribano, Ana
- You have accessCredit Rating and Liquidity in the US Corporate Bond MarketAntonio Díaz and Ana EscribanoThe Journal of Fixed Income Spring 2019, 28 (4) 46-59; DOI: https://doi.org/10.3905/jfi.2019.28.4.046
K
Kagraoka, Yusho
- You have accessAre the Risk-Free Interest Rates Correlated with Sovereign Default Intensities?Yusho KagraokaThe Journal of Fixed Income Spring 2019, 28 (4) 91-103; DOI: https://doi.org/10.3905/jfi.2019.1.068
Kon, Stanley J.
- Open AccessEditor’s LetterStanley J. KonThe Journal of Fixed Income Spring 2019, 28 (4) 1; DOI: https://doi.org/10.3905/jfi.2019.28.4.001
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Liu, Sheen
- You have accessWhat Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) MarketSheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun YooThe Journal of Fixed Income Spring 2019, 28 (4) 5-45; DOI: https://doi.org/10.3905/jfi.2019.1.069
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McCoy, Bill
- You have accessMarket Prices versus Fair Value Pricing for Fixed Income: Why the Diff?Bill McCoyThe Journal of Fixed Income Spring 2019, 28 (4) 84-90; DOI: https://doi.org/10.3905/jfi.2019.28.4.084
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Rosa, Carlo
- You have accessThe Pre-FOMC Announcement Drift: An Empirical AnalysisArik Ben Dor and Carlo RosaThe Journal of Fixed Income Spring 2019, 28 (4) 60-72; DOI: https://doi.org/10.3905/jfi.2019.28.4.060
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Wu, Chunchi
- You have accessWhat Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) MarketSheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun YooThe Journal of Fixed Income Spring 2019, 28 (4) 5-45; DOI: https://doi.org/10.3905/jfi.2019.1.069
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Yeh, Chung-Ying
- You have accessWhat Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) MarketSheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun YooThe Journal of Fixed Income Spring 2019, 28 (4) 5-45; DOI: https://doi.org/10.3905/jfi.2019.1.069
Yoo, Woongsun
- You have accessWhat Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) MarketSheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun YooThe Journal of Fixed Income Spring 2019, 28 (4) 5-45; DOI: https://doi.org/10.3905/jfi.2019.1.069
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The Journal of Fixed Income
Vol. 28, Issue 4
Spring 2019