The Journal of Fixed Income

Published Ahead of Print

May 14, 2021

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A Key Rate Approach to Replicating Annuities with U.S. Treasury Funds
Joseph R. Prendergast

The Journal of Fixed Income Summer 2021, jfi.2021.1.115; DOI: https://doi.org/10.3905/jfi.2021.1.115

May 06, 2021

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CDS-Implied Risk of US Delinquency: Implications for the US Debt Ceiling
Ren-Raw Chen, John D. Finnerty and Bruno G. Kamdem

The Journal of Fixed Income Summer 2021, jfi.2021.1.114; DOI: https://doi.org/10.3905/jfi.2021.1.114

May 03, 2021

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Optimal Choice between Cat Bond and Debt to Cover the Risks of Natural Disasters
Adama Sanou, Issouf Soumaré and Claude Fluet

The Journal of Fixed Income Summer 2021, jfi.2021.1.113; DOI: https://doi.org/10.3905/jfi.2021.1.113

May 01, 2021

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Does ESG Matter for Sovereign Debt Investing?
Lupin Rahman, Jeremy Rosten, Pierre Monroy and Shuo Huang

The Journal of Fixed Income Summer 2021, jfi.2021.1.112; DOI: https://doi.org/10.3905/jfi.2021.1.112

April 30, 2021

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Valuation of Callable/Putable Corporate Bonds in a One-Factor LogNormal Interest-Rate Model
Robert S. Goldberg, Ehud I. Ronn and Liying Xu

The Journal of Fixed Income Summer 2021, jfi.2021.1.111; DOI: https://doi.org/10.3905/jfi.2021.1.111

February 25, 2021

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The Low Down on Low Down Payment Mortgages: Is It Safe?
Gary Fissel, Gerald A. Hanweck and Anthony B. Sanders

The Journal of Fixed Income Summer 2021, jfi.2021.1.106; DOI: https://doi.org/10.3905/jfi.2021.1.106

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