Table of Contents

Fall 2020; Volume 30,Issue 2

B

  1. Baron, Standley R.

    1. 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

  2. Brooks, Jordan

    1. (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

C

  1. Chin, Andrew

    1. 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

K

  1. Kon, Stanley J.

    1. 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

O

  1. Ortiz-Eggenberg, Miki

    1. 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

R

  1. Rebonato, Riccardo

    1. 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

  2. Richardson, Scott

    1. (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

  3. Ronzani, Riccardo

    1. 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

S

  1. Soumaré, Issouf

    1. 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

T

  1. Tang, Wenxuan

    1. 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

V

  1. Vasicek, Oldrich Alfons

    1. 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

X

  1. Xu, Xiaoqing Eleanor

    1. 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

  2. Xu, Zhikai

    1. (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
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