Table of Contents
Summer 2020; Volume 30,Issue 1
B
Baker, Lee
- Open AccessThe Liquidity Hierarchy in the US Treasury Cash and Futures MarketLee Baker, Lihong McPhail and Bruce TuckmanThe Journal of Fixed Income Summer 2020, 30 (1) 90-99; DOI: https://doi.org/10.3905/jfi.2020.1.091
F
Franz, Friedrich-Carl
- You have accessThe Index Effect in the Corporate Bond MarketFriedrich-Carl FranzThe Journal of Fixed Income Summer 2020, 30 (1) 46-69; DOI: https://doi.org/10.3905/jfi.2020.1.082
H
Headley, Adrian
- You have accessAn Empirical Examination of the Term Structure Fundamentals of Credit SpreadsAustin Murphy and Adrian HeadleyThe Journal of Fixed Income Summer 2020, 30 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2020.1.093
K
Kaufmann, Hendrik
- You have accessEquity Momentum in European CreditsHendrik Kaufmann and Philip MessowThe Journal of Fixed Income Summer 2020, 30 (1) 29-44; DOI: https://doi.org/10.3905/jfi.2020.1.097
Kon, Stanley J.
- Open AccessEditor’s LetterStanley J. KonThe Journal of Fixed Income Summer 2020, 30 (1) 1; DOI: https://doi.org/10.3905/jfi.2020.30.1.001
M
McPhail, Lihong
- Open AccessThe Liquidity Hierarchy in the US Treasury Cash and Futures MarketLee Baker, Lihong McPhail and Bruce TuckmanThe Journal of Fixed Income Summer 2020, 30 (1) 90-99; DOI: https://doi.org/10.3905/jfi.2020.1.091
Messow, Philip
- You have accessEquity Momentum in European CreditsHendrik Kaufmann and Philip MessowThe Journal of Fixed Income Summer 2020, 30 (1) 29-44; DOI: https://doi.org/10.3905/jfi.2020.1.097
Murphy, Austin
- You have accessAn Empirical Examination of the Term Structure Fundamentals of Credit SpreadsAustin Murphy and Adrian HeadleyThe Journal of Fixed Income Summer 2020, 30 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2020.1.093
T
Tuckman, Bruce
- Open AccessThe Liquidity Hierarchy in the US Treasury Cash and Futures MarketLee Baker, Lihong McPhail and Bruce TuckmanThe Journal of Fixed Income Summer 2020, 30 (1) 90-99; DOI: https://doi.org/10.3905/jfi.2020.1.091
W
Wang, Xinjie
- You have accessBiases in CDS Spreads after the CDS Big BangXinjie Wang, Hongjun Yan and Zhaodong (Ken) ZhongThe Journal of Fixed Income Summer 2020, 30 (1) 71-80; DOI: https://doi.org/10.3905/jfi.2020.1.095
Y
Yan, Hongjun
- You have accessBiases in CDS Spreads after the CDS Big BangXinjie Wang, Hongjun Yan and Zhaodong (Ken) ZhongThe Journal of Fixed Income Summer 2020, 30 (1) 71-80; DOI: https://doi.org/10.3905/jfi.2020.1.095
Z
Zhang, Jiawei “David”
- You have accessRank-Based Error Tracking for Agency MBS Prepayment ModelsJiawei “David” ZhangThe Journal of Fixed Income Summer 2020, 30 (1) 81-89; DOI: https://doi.org/10.3905/jfi.2020.1.090
Zhong, Zhaodong (Ken)
- You have accessBiases in CDS Spreads after the CDS Big BangXinjie Wang, Hongjun Yan and Zhaodong (Ken) ZhongThe Journal of Fixed Income Summer 2020, 30 (1) 71-80; DOI: https://doi.org/10.3905/jfi.2020.1.095
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The Journal of Fixed Income
Vol. 30, Issue 1
Summer 2020