The Journal of Fixed Income

Table of Contents

Winter 2023; Volume 32,Issue 3

Editor’s Letter

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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2023, 32 (3) 1; DOI: https://doi.org/10.3905/jfi.2022.32.3.001

Internet Searches, Household Sentiment, and Credit Spreads

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Internet Searches, Household Sentiment, and Credit Spreads
Hans Byström

The Journal of Fixed Income Winter 2023, 32 (3) 6-19; DOI: https://doi.org/10.3905/jfi.2022.1.146

An Exact Structural Model for Evaluating Credit Default Swaps: Theory and Empirical Evidence

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An Exact Structural Model for Evaluating Credit Default Swaps: Theory and Empirical Evidence
Ren-Raw Chen and Pei-Lin Hsieh

The Journal of Fixed Income Winter 2023, 32 (3) 20-48; DOI: https://doi.org/10.3905/jfi.2022.1.149

How Does the Fed Make Decisions: A Machine Learning Augmented Taylor Rule

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How Does the Fed Make Decisions: A Machine Learning Augmented Taylor Rule
Boyu Wu, Amina Enkhbold, Asawari Sathe and Qian Wang

The Journal of Fixed Income Winter 2023, 32 (3) 49-60; DOI: https://doi.org/10.3905/jfi.2022.32.3.049

The Impact of Short Selling in the Cross-Section of Corporate Bond Returns

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The Impact of Short Selling in the Cross-Section of Corporate Bond Returns
Desislava Vladimirova, Thomas Markl and Philip Messow

The Journal of Fixed Income Winter 2023, 32 (3) 61-81; DOI: https://doi.org/10.3905/jfi.2022.1.147

COVID-19 Pandemic and Bond ETF Valuation Discount

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COVID-19 Pandemic and Bond ETF Valuation Discount
Hongfei Tang, Kangzhen Xie and Xiaoqing Eleanor Xu

The Journal of Fixed Income Winter 2023, 32 (3) 83-115; DOI: https://doi.org/10.3905/jfi.2022.1.148

Ultra Treasury Bond Futures

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Ultra Treasury Bond Futures
Ren-Raw Chen, Dean Leistikow, You-Tseng Su and Shih-Kuo Yeh

The Journal of Fixed Income Winter 2023, 32 (3) 117-139; DOI: https://doi.org/10.3905/jfi.2022.1.150