The Journal of Fixed Income

Published Ahead of Print

August 29, 2020

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Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity
Riccardo Rebonato and Hong Sherwin

The Journal of Fixed Income Winter 2021, jfi.2020.1.103; DOI: https://doi.org/10.3905/jfi.2020.1.103

July 29, 2020

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Performance Measurement in the Life Insurance Industry: An Asset-Liability Perspective
Alexander Braun and Florian Schreiber

The Journal of Fixed Income Winter 2021, jfi.2020.1.102; DOI: https://doi.org/10.3905/jfi.2020.1.102

July 13, 2020

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How Do Credit Markets React to Earnings Releases: Empirical Analysis and Implications for Investors
Arik Ben Dor, Jingling Guan and Xiaming Zeng

The Journal of Fixed Income Winter 2021, jfi.2020.1.101; DOI: https://doi.org/10.3905/jfi.2020.1.101

July 06, 2020

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Carry Strategies and the US Dollar Risk of US and Global Bonds
Gueorgui S. Konstantinov and Frank J. Fabozzi

The Journal of Fixed Income Winter 2021, jfi.2020.1.100; DOI: https://doi.org/10.3905/jfi.2020.1.100

June 22, 2020

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Rates Factors and Global Asset Allocation
Joshua Kothe, Harald Lohre and Carsten Rother

The Journal of Fixed Income Winter 2021, jfi.2020.1.098; DOI: https://doi.org/10.3905/jfi.2020.1.098

March 19, 2020

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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