Table of Contents

Fall 2020; Volume 30,Issue 2

Editor’s Letter

  • Open Access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Fall 2020, 30 (2) 1; DOI: https://doi.org/10.3905/jfi.2020.30.2.001

Predicting Future Yields and Risk Premia: The Blue-Dot Affine Model

Student Loan Asset-Backed Securities: The Next Market in Crisis?

(Systematic) Investing in Emerging Market Debt

Factor Timing in Fixed-Income Strategies

Interpolating the Yield Curve

  • Interpolating the Yield Curve
    Oldrich Alfons Vasicek
    The Journal of Fixed Income Fall 2020, 30 (2) 76-85; DOI: https://doi.org/10.3905/jfi.2020.1.094

Term Structure of CDS Spreads and Risk-Based Capital of the Protection Seller: An Extension of the Dynamic Nelson–Siegel Model with the Business Cycle

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