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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

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

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    Predicting Future Yields and Risk Premia: The Blue-Dot Affine Model
    Riccardo Rebonato and Riccardo Ronzani
    The Journal of Fixed Income Fall 2020, 30 (2) 5-21; DOI: https://doi.org/10.3905/jfi.2020.1.099

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

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    Student Loan Asset-Backed Securities: The Next Market in Crisis?
    Xiaoqing Eleanor Xu and Miki Ortiz-Eggenberg
    The Journal of Fixed Income Fall 2020, 30 (2) 22-43; DOI: https://doi.org/10.3905/jfi.2020.1.096

(Systematic) Investing in Emerging Market Debt

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    (Systematic) Investing in Emerging Market Debt
    Jordan Brooks, Scott Richardson and Zhikai Xu
    The Journal of Fixed Income Fall 2020, 30 (2) 44-61; DOI: https://doi.org/10.3905/jfi.2020.1.088

Factor Timing in Fixed-Income Strategies

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    Factor Timing in Fixed-Income Strategies
    Andrew Chin and Wenxuan Tang
    The Journal of Fixed Income Fall 2020, 30 (2) 62-75; DOI: https://doi.org/10.3905/jfi.2020.1.092

Interpolating the Yield Curve

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    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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    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
    Standley R. Baron and Issouf Soumaré
    The Journal of Fixed Income Fall 2020, 30 (2) 86-115; DOI: https://doi.org/10.3905/jfi.2020.1.089
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The Journal of Fixed Income: 30 (2)
The Journal of Fixed Income
Vol. 30, Issue 2
Fall 2020
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