The Journal of Fixed Income

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Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market
Lionel Martellini, Riccardo Rebonato and Jean-Michel Maeso

The Journal of Fixed Income Winter 2022, jfi.2021.1.127; DOI: https://doi.org/10.3905/jfi.2021.1.127

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The Primary Market Process for Fixed Income Exchange-Traded Funds Under Market Stress
Samara Cohen, Stephen Laipply, Ananth Madhavan and James Mauro

The Journal of Fixed Income Winter 2022, jfi.2021.1.126; DOI: https://doi.org/10.3905/jfi.2021.1.126
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Euro Zone Sovereign Default Risk and Capital—A Bayesian Approach
Rainer Jobst and Daniel Rösch

The Journal of Fixed Income Winter 2022, jfi.2021.1.124; DOI: https://doi.org/10.3905/jfi.2021.1.124
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Rise of the Machines: Application of Machine Learning to Mortgage Prepayment Modeling
Glenn M. Schultz and Frank J. Fabozzi

The Journal of Fixed Income Winter 2022, jfi.2021.1.123; DOI: https://doi.org/10.3905/jfi.2021.1.123
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Occam’s Razor for Bond Trade Costs
Vlad Rashkovich and Andrei Iogansen

The Journal of Fixed Income Winter 2022, jfi.2021.1.125; DOI: https://doi.org/10.3905/jfi.2021.1.125

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Zero Black-Derman-Toy Interest Rate Model
Grzegorz Krzyżanowski, Ernesto Mordecki and Andrés Sosa

The Journal of Fixed Income Winter 2022, jfi.2021.1.122; DOI: https://doi.org/10.3905/jfi.2021.1.122

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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