The Journal of Fixed Income

Published Ahead of Print

March 21, 2023

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Managing Liquidity of Emerging Markets Corporate Debt
Desislava Vladimirova, Dirk Schiereck and Maximilian Stroh

The Journal of Fixed Income Summer 2023, jfi.2023.1.159; DOI: https://doi.org/10.3905/jfi.2023.1.159

March 02, 2023

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Explaining Complexity in Actual Securitization Structures: An Epistemic Pitfall in Corporate Finance
Laurent Gauthier

The Journal of Fixed Income Summer 2023, jfi.2023.1.158; DOI: https://doi.org/10.3905/jfi.2023.1.158

February 27, 2023

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A Practical Guide to the Valuation of Coupon-Bearing Fixed Income Securities
Robert A. Jarrow and Donald R. van Deventer

The Journal of Fixed Income Summer 2023, jfi.2023.1.157; DOI: https://doi.org/10.3905/jfi.2023.1.157

February 02, 2023

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Does the Cochrane-Piazzesi Factor Predict? An International Resampling Perspective
Riccardo Rebonato and Pietro Zanetti

The Journal of Fixed Income Spring 2023, jfi.2023.1.156; DOI: https://doi.org/10.3905/jfi.2023.1.156
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CMS Spread Options Pricing under the CHH Model
Ren-Raw Chen, Xiaowei Li and Pei-Lin Hsieh

The Journal of Fixed Income Spring 2023, jfi.2023.1.155; DOI: https://doi.org/10.3905/jfi.2023.1.155

January 20, 2023

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Do Bond Investors Know Better Than the Credit Rating Agencies?
Miles Livingston, Yao Zheng and Lei Zhou

The Journal of Fixed Income Spring 2023, jfi.2023.1.154; DOI: https://doi.org/10.3905/jfi.2023.1.154

January 04, 2023

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The Transition from Interbank Offered Rates to Risk-Free Rates: Evolution in Pricing Models for Interest Rate Derivatives
Vincenzo Russo and Frank J. Fabozzi

The Journal of Fixed Income Spring 2023, jfi.2023.1.153; DOI: https://doi.org/10.3905/jfi.2023.1.153

December 22, 2022

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Callable Tax-Exempt Bonds Are Too Costly
Andrew Kalotay

The Journal of Fixed Income Spring 2023, jfi.2022.1.152; DOI: https://doi.org/10.3905/jfi.2022.1.152

December 20, 2022

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Bond Mutual Fund and Exchange-Traded Fund Flows in Stressed Markets: Empirical Evidence on the Destabilization Hypothesis
Stephen Laipply and Ananth Madhavan

The Journal of Fixed Income Spring 2023, jfi.2022.1.151; DOI: https://doi.org/10.3905/jfi.2022.1.151