Table of Contents
Winter 2021; Volume 30,Issue 3
A
Aydemir, Zava
- You have accessConditional Fixed Income Correlations: Skews and StraddlesZava AydemirThe Journal of Fixed Income Winter 2021, 30 (3) 83-107; DOI: https://doi.org/10.3905/jfi.2020.30.3.083
B
Braun, Alexander
- You have accessPerformance Measurement in the Life Insurance Industry: An Asset-Liability PerspectiveAlexander Braun and Florian SchreiberThe Journal of Fixed Income Winter 2021, 30 (3) 109-127; DOI: https://doi.org/10.3905/jfi.2020.1.102
D
Dor, Arik Ben
- You have accessHow Do Credit Markets React to Earnings Releases? Empirical Analysis and Implications for InvestorsArik Ben Dor, Jingling Guan and Xiaming ZengThe Journal of Fixed Income Winter 2021, 30 (3) 47-65; DOI: https://doi.org/10.3905/jfi.2020.1.101
F
Fabozzi, Frank J.
- You have accessCarry Strategies and the US Dollar Risk of US and Global BondsGueorgui S. Konstantinov and Frank J. FabozziThe Journal of Fixed Income Winter 2021, 30 (3) 26-46; DOI: https://doi.org/10.3905/jfi.2020.1.100
G
Guan, Jingling
- You have accessHow Do Credit Markets React to Earnings Releases? Empirical Analysis and Implications for InvestorsArik Ben Dor, Jingling Guan and Xiaming ZengThe Journal of Fixed Income Winter 2021, 30 (3) 47-65; DOI: https://doi.org/10.3905/jfi.2020.1.101
K
Kon, Stanley J.
- Open AccessEditor’s LetterStanley J. KonThe Journal of Fixed Income Winter 2021, 30 (3) 1; DOI: https://doi.org/10.3905/jfi.2020.30.3.001
Konstantinov, Gueorgui S.
- You have accessCarry Strategies and the US Dollar Risk of US and Global BondsGueorgui S. Konstantinov and Frank J. FabozziThe Journal of Fixed Income Winter 2021, 30 (3) 26-46; DOI: https://doi.org/10.3905/jfi.2020.1.100
Kothe, Joshua
- You have accessRates Factors and Global Asset AllocationJoshua Kothe, Harald Lohre and Carsten RotherThe Journal of Fixed Income Winter 2021, 30 (3) 6-25; DOI: https://doi.org/10.3905/jfi.2020.1.098
L
Lohre, Harald
- You have accessRates Factors and Global Asset AllocationJoshua Kothe, Harald Lohre and Carsten RotherThe Journal of Fixed Income Winter 2021, 30 (3) 6-25; DOI: https://doi.org/10.3905/jfi.2020.1.098
R
Rebonato, Riccardo
- You have accessRobust and Interpretable Liquidity Proxies for Market and Funding LiquidityRiccardo Rebonato and Hong SherwinThe Journal of Fixed Income Winter 2021, 30 (3) 67-82; DOI: https://doi.org/10.3905/jfi.2020.1.103
Rother, Carsten
- You have accessRates Factors and Global Asset AllocationJoshua Kothe, Harald Lohre and Carsten RotherThe Journal of Fixed Income Winter 2021, 30 (3) 6-25; DOI: https://doi.org/10.3905/jfi.2020.1.098
S
Schreiber, Florian
- You have accessPerformance Measurement in the Life Insurance Industry: An Asset-Liability PerspectiveAlexander Braun and Florian SchreiberThe Journal of Fixed Income Winter 2021, 30 (3) 109-127; DOI: https://doi.org/10.3905/jfi.2020.1.102
Sherwin, Hong
- You have accessRobust and Interpretable Liquidity Proxies for Market and Funding LiquidityRiccardo Rebonato and Hong SherwinThe Journal of Fixed Income Winter 2021, 30 (3) 67-82; DOI: https://doi.org/10.3905/jfi.2020.1.103
Z
Zeng, Xiaming
- You have accessHow Do Credit Markets React to Earnings Releases? Empirical Analysis and Implications for InvestorsArik Ben Dor, Jingling Guan and Xiaming ZengThe Journal of Fixed Income Winter 2021, 30 (3) 47-65; DOI: https://doi.org/10.3905/jfi.2020.1.101
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The Journal of Fixed Income
Vol. 30, Issue 3
Winter 2021