Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Subscribe Now
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Subscribe Now
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Summer 2020; Volume 30,Issue 1
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

B

  1. Baker, Lee

    1. 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

F

  1. Franz, Friedrich-Carl

    1. 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

H

  1. Headley, Adrian

    1. 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

K

  1. Kaufmann, Hendrik

    1. 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
  2. Kon, Stanley J.

    1. 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

M

  1. McPhail, Lihong

    1. 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
  2. Messow, Philip

    1. 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
  3. Murphy, Austin

    1. 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

T

  1. Tuckman, Bruce

    1. 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

W

  1. Wang, Xinjie

    1. 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

Y

  1. Yan, Hongjun

    1. 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

Z

  1. Zhang, Jiawei “David”

    1. You have access
      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
  2. Zhong, Zhaodong (Ken)

    1. 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
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Fixed Income: 30 (1)
The Journal of Fixed Income
Vol. 30, Issue 1
Summer 2020
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies