Table of Contents

Winter 2021; Volume 30,Issue 3

A

  1. Aydemir, Zava

    1. 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

B

  1. Braun, Alexander

    1. 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

D

  1. Dor, Arik Ben

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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

G

  1. Guan, Jingling

    1. 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

K

  1. Kon, Stanley J.

    1. 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

  2. Konstantinov, Gueorgui S.

    1. 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

  3. Kothe, Joshua

    1. 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

L

  1. Lohre, Harald

    1. 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

R

  1. Rebonato, Riccardo

    1. 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

  2. Rother, Carsten

    1. 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

S

  1. Schreiber, Florian

    1. 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

  2. Sherwin, Hong

    1. 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

Z

  1. Zeng, Xiaming

    1. 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
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