Index by author

Spring 2021; Volume 30,Issue 4

A

  1. Aouadi, Amir El

    1. How Do the Volatilities of Rates Depend on Their Level? The “Universal Relationship” Revisited
      Riccardo Rebonato and Amir El Aouadi
      The Journal of Fixed Income Spring 2021, 30 (4) 17-31; DOI: https://doi.org/10.3905/jfi.2021.1.110

D

  1. De Jong, Marielle

    1. From Ad Hoc Bond-Risk Measures to Variance–Covariance Forecasts
      Marielle De Jong and Frank J. Fabozzi
      The Journal of Fixed Income Spring 2021, 30 (4) 6-16; DOI: https://doi.org/10.3905/jfi.2021.1.105

F

  1. Fabozzi, Frank J.

    1. From Ad Hoc Bond-Risk Measures to Variance–Covariance Forecasts
      Marielle De Jong and Frank J. Fabozzi
      The Journal of Fixed Income Spring 2021, 30 (4) 6-16; DOI: https://doi.org/10.3905/jfi.2021.1.105

  2. Fridson, Martin

    1. ESG Impact on High-Yield Returns
      Martin Fridson, Lu Jiang, Zhiyuan Mei and Daniel Navaei
      The Journal of Fixed Income Spring 2021, 30 (4) 53-63; DOI: https://doi.org/10.3905/jfi.2021.1.108

J

  1. Jiang, Lu

    1. ESG Impact on High-Yield Returns
      Martin Fridson, Lu Jiang, Zhiyuan Mei and Daniel Navaei
      The Journal of Fixed Income Spring 2021, 30 (4) 53-63; DOI: https://doi.org/10.3905/jfi.2021.1.108

K

  1. Kon, Stanley J.

    1. Open Access
      Editor’s Letter
      Stanley J. Kon
      The Journal of Fixed Income Spring 2021, 30 (4) 1; DOI: https://doi.org/10.3905/jfi.2021.30.4.001

  2. Konstantinidis, Athanasios

    1. Analysis of Global Fixed-Income Returns Using Multilinear Tensor Algebra
      Bruno Scalzo, Athanasios Konstantinidis and Danilo P. Mandic
      The Journal of Fixed Income Spring 2021, 30 (4) 32-52; DOI: https://doi.org/10.3905/jfi.2021.1.107

L

  1. Leggio, Karyl B.

    1. Assessment of Credit Ratings and Credit Risk Models on Public Bonds
      Karyl B. Leggio, Yoon S. Shin and Yuxing Yan
      The Journal of Fixed Income Spring 2021, 30 (4) 65-80; DOI: https://doi.org/10.3905/jfi.2021.1.104

M

  1. Mandic, Danilo P.

    1. Analysis of Global Fixed-Income Returns Using Multilinear Tensor Algebra
      Bruno Scalzo, Athanasios Konstantinidis and Danilo P. Mandic
      The Journal of Fixed Income Spring 2021, 30 (4) 32-52; DOI: https://doi.org/10.3905/jfi.2021.1.107

  2. Mei, Zhiyuan

    1. ESG Impact on High-Yield Returns
      Martin Fridson, Lu Jiang, Zhiyuan Mei and Daniel Navaei
      The Journal of Fixed Income Spring 2021, 30 (4) 53-63; DOI: https://doi.org/10.3905/jfi.2021.1.108

N

  1. Navaei, Daniel

    1. ESG Impact on High-Yield Returns
      Martin Fridson, Lu Jiang, Zhiyuan Mei and Daniel Navaei
      The Journal of Fixed Income Spring 2021, 30 (4) 53-63; DOI: https://doi.org/10.3905/jfi.2021.1.108

P

  1. Prendergast, Joseph R.

    1. Replicating Maximum-Yield Annuities with US Treasury Funds
      Joseph R. Prendergast
      The Journal of Fixed Income Spring 2021, 30 (4) 81-99; DOI: https://doi.org/10.3905/jfi.2021.1.109

R

  1. Rebonato, Riccardo

    1. How Do the Volatilities of Rates Depend on Their Level? The “Universal Relationship” Revisited
      Riccardo Rebonato and Amir El Aouadi
      The Journal of Fixed Income Spring 2021, 30 (4) 17-31; DOI: https://doi.org/10.3905/jfi.2021.1.110

S

  1. Scalzo, Bruno

    1. Analysis of Global Fixed-Income Returns Using Multilinear Tensor Algebra
      Bruno Scalzo, Athanasios Konstantinidis and Danilo P. Mandic
      The Journal of Fixed Income Spring 2021, 30 (4) 32-52; DOI: https://doi.org/10.3905/jfi.2021.1.107

  2. Shin, Yoon S.

    1. Assessment of Credit Ratings and Credit Risk Models on Public Bonds
      Karyl B. Leggio, Yoon S. Shin and Yuxing Yan
      The Journal of Fixed Income Spring 2021, 30 (4) 65-80; DOI: https://doi.org/10.3905/jfi.2021.1.104

Y

  1. Yan, Yuxing

    1. Assessment of Credit Ratings and Credit Risk Models on Public Bonds
      Karyl B. Leggio, Yoon S. Shin and Yuxing Yan
      The Journal of Fixed Income Spring 2021, 30 (4) 65-80; DOI: https://doi.org/10.3905/jfi.2021.1.104
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