Table of Contents

Winter 2020; Volume 29,Issue 3

Editor’s Letter

  • Open Access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Winter 2020, 29 (3) 1; DOI: https://doi.org/10.3905/jfi.2019.29.3.001

Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!

Implications of Default Information Leakage on Recoveries

Implied Asset Value Volatility from a New Structural Model of Credit Risk

A Complete Model for Pricing CoCo Bonds

  • A Complete Model for Pricing CoCo Bonds
    Krasimir Milanov, Ognyan Kounchev and Frank J. Fabozzi
    The Journal of Fixed Income Winter 2020, 29 (3) 53-67; DOI: https://doi.org/10.3905/jfi.2019.1.077

Relative Shortage of Long-Term Treasury Securities and the Flat Yield Curve

Sovereign Bonds in Emerging Asia: Do Investors Demand Liquidity Premium?

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