The Journal of Fixed Income

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Deep Learning Credit Risk Modeling
Gerardo Manzo and Xiao Qiao

The Journal of Fixed Income Fall 2021, jfi.2021.1.121; DOI: https://doi.org/10.3905/jfi.2021.1.121

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A Bird’s-Eye View of the US Credit Rating Industry
Miles Livingston, Gina Nicolosi and Lei Zhou

The Journal of Fixed Income Fall 2021, jfi.2021.1.120; DOI: https://doi.org/10.3905/jfi.2021.1.120
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Par Munis: Sub-Par Performance
Andrew Kalotay and R.B. (Guy) Davidson

The Journal of Fixed Income Fall 2021, jfi.2021.1.119; DOI: https://doi.org/10.3905/jfi.2021.1.119
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Testing the Forecasting Ability of Multi-Factor Models on Non-US Interbank Rates
Diana Tunaru, Francesco A. Fabozzi and Frank J. Fabozzi

The Journal of Fixed Income Fall 2021, jfi.2021.1.118; DOI: https://doi.org/10.3905/jfi.2021.1.118

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How a New Bond Issuance Affects the Liquidity of a Bond Portfolio
Fan Chen and Duane Stock

The Journal of Fixed Income Fall 2021, jfi.2021.1.117; DOI: https://doi.org/10.3905/jfi.2021.1.117

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Credit Risk in a Pandemic
Hans Byström

The Journal of Fixed Income Fall 2021, jfi.2021.1.116; DOI: https://doi.org/10.3905/jfi.2021.1.116

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Conditional Fixed Income Correlations: Skews and Straddles
Zava Aydemir

The Journal of Fixed Income Fall 2020, jfi.2020.1.087; DOI: https://doi.org/10.3905/jfi.2020.1.087