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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

Winter 2021; Volume 30,Issue 3

Editor’s Letter

  • Open Access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Winter 2021, 30 (3) 1; DOI: https://doi.org/10.3905/jfi.2020.30.3.001

Rates Factors and Global Asset Allocation

  • You have access
    Rates Factors and Global Asset Allocation
    Joshua Kothe, Harald Lohre and Carsten Rother
    The Journal of Fixed Income Winter 2021, 30 (3) 6-25; DOI: https://doi.org/10.3905/jfi.2020.1.098

Carry Strategies and the US Dollar Risk of US and Global Bonds

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    Carry Strategies and the US Dollar Risk of US and Global Bonds
    Gueorgui S. Konstantinov and Frank J. Fabozzi
    The Journal of Fixed Income Winter 2021, 30 (3) 26-46; DOI: https://doi.org/10.3905/jfi.2020.1.100

How Do Credit Markets React to Earnings Releases? Empirical Analysis and Implications for Investors

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    How Do Credit Markets React to Earnings Releases? Empirical Analysis and Implications for Investors
    Arik Ben Dor, Jingling Guan and Xiaming Zeng
    The Journal of Fixed Income Winter 2021, 30 (3) 47-65; DOI: https://doi.org/10.3905/jfi.2020.1.101

Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity

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    Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity
    Riccardo Rebonato and Hong Sherwin
    The Journal of Fixed Income Winter 2021, 30 (3) 67-82; DOI: https://doi.org/10.3905/jfi.2020.1.103

Conditional Fixed Income Correlations: Skews and Straddles

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    Conditional Fixed Income Correlations: Skews and Straddles
    Zava Aydemir
    The Journal of Fixed Income Winter 2021, 30 (3) 83-107; DOI: https://doi.org/10.3905/jfi.2020.30.3.083

Performance Measurement in the Life Insurance Industry: An Asset-Liability Perspective

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    Performance Measurement in the Life Insurance Industry: An Asset-Liability Perspective
    Alexander Braun and Florian Schreiber
    The Journal of Fixed Income Winter 2021, 30 (3) 109-127; DOI: https://doi.org/10.3905/jfi.2020.1.102
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The Journal of Fixed Income: 30 (3)
The Journal of Fixed Income
Vol. 30, Issue 3
Winter 2021
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