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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Summer 2020; Volume 30,Issue 1

Editor’s Letter

  • Open Access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Summer 2020, 30 (1) 1; DOI: https://doi.org/10.3905/jfi.2020.30.1.001

An Empirical Examination of the Term Structure Fundamentals of Credit Spreads

  • You have access
    An Empirical Examination of the Term Structure Fundamentals of Credit Spreads
    Austin Murphy and Adrian Headley
    The Journal of Fixed Income Summer 2020, 30 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2020.1.093

Equity Momentum in European Credits

  • You have access
    Equity Momentum in European Credits
    Hendrik Kaufmann and Philip Messow
    The Journal of Fixed Income Summer 2020, 30 (1) 29-44; DOI: https://doi.org/10.3905/jfi.2020.1.097

The Index Effect in the Corporate Bond Market

  • You have access
    The Index Effect in the Corporate Bond Market
    Friedrich-Carl Franz
    The Journal of Fixed Income Summer 2020, 30 (1) 46-69; DOI: https://doi.org/10.3905/jfi.2020.1.082

Biases in CDS Spreads after the CDS Big Bang

  • You have access
    Biases in CDS Spreads after the CDS Big Bang
    Xinjie Wang, Hongjun Yan and Zhaodong (Ken) Zhong
    The Journal of Fixed Income Summer 2020, 30 (1) 71-80; DOI: https://doi.org/10.3905/jfi.2020.1.095

Rank-Based Error Tracking for Agency MBS Prepayment Models

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    Rank-Based Error Tracking for Agency MBS Prepayment Models
    Jiawei “David” Zhang
    The Journal of Fixed Income Summer 2020, 30 (1) 81-89; DOI: https://doi.org/10.3905/jfi.2020.1.090

The Liquidity Hierarchy in the US Treasury Cash and Futures Market

  • Open Access
    The Liquidity Hierarchy in the US Treasury Cash and Futures Market
    Lee Baker, Lihong McPhail and Bruce Tuckman
    The Journal of Fixed Income Summer 2020, 30 (1) 90-99; DOI: https://doi.org/10.3905/jfi.2020.1.091
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The Journal of Fixed Income: 30 (1)
The Journal of Fixed Income
Vol. 30, Issue 1
Summer 2020
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