The Journal of Fixed Income

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Are Real Rates of Interest Negative? Implications For Expected Inflation
Elli Kraizberg

The Journal of Fixed Income Summer 2022, jfi.2022.1.137; DOI: https://doi.org/10.3905/jfi.2022.1.137
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Factor-Based Private Debt Investing at the Industry and Country Level
Thomas Mählmann

The Journal of Fixed Income Summer 2022, jfi.2022.1.138; DOI: https://doi.org/10.3905/jfi.2022.1.138
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Sustainable Systematic Credit
Peter Diep, Lukasz Pomorski and Scott Richardson

The Journal of Fixed Income Summer 2022, jfi.2022.1.136; DOI: https://doi.org/10.3905/jfi.2022.1.136
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Putable Bonds, Risk Shifting Problems, and Information Asymmetry
Tao-Hsien Dolly King, Taichun Piao and Cinder Xinde Zhang

The Journal of Fixed Income Summer 2022, jfi.2022.1.135; DOI: https://doi.org/10.3905/jfi.2022.1.135
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Economic Policy Uncertainty and the Cross-Section of Corporate Bond Returns
Xinyuan Tao, Bo Wang, Junbo Wang and Chunchi Wu

The Journal of Fixed Income Summer 2022, jfi.2022.1.134; DOI: https://doi.org/10.3905/jfi.2022.1.134
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Seeking Improved Yield: How to Make SEC Yield More Suitable for TIPS
John D. Finnerty

The Journal of Fixed Income Spring 2022, 31 (4) 100-111; DOI: https://doi.org/10.3905/jfi.2022.1.131
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Primer on Agency Mortgage-Backed Securities Specified Pools and Their Convexity Profiles
Glenn M. Schultz and Frank J. Fabozzi

The Journal of Fixed Income Spring 2022, 31 (4) 33-49; DOI: https://doi.org/10.3905/jfi.2022.1.133
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Spring 2022, 31 (4) 1; DOI: https://doi.org/10.3905/jfi.2022.31.4.001
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Why Does the Cieslak–Povala Model Predict Treasury Returns? A Reinterpretation
Riccardo Rebonato and Taku Hatano

The Journal of Fixed Income Spring 2022, 31 (4) 20-32; DOI: https://doi.org/10.3905/jfi.2022.1.130
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Central Bank Monetary Tones and Yields
Musa Amadeus, Rajeev Bhargava, Tim Graf, Michael Guidi, Michael Metcalfe, Gideon Ozik and Ronnie Sadka

The Journal of Fixed Income Spring 2022, 31 (4) 5-19; DOI: https://doi.org/10.3905/jfi.2022.1.132

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