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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Par Munis: Sub-Par Performance
Andrew Kalotay and R.B. (Guy) Davidson

The Journal of Fixed Income Fall 2021, 31 (2) 35-47; DOI: https://doi.org/10.3905/jfi.2021.1.119
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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, 31 (2) 128-151; 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, 31 (2) 48-67; DOI: https://doi.org/10.3905/jfi.2021.1.116
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Deep Learning Credit Risk Modeling
Gerardo Manzo and Xiao Qiao

The Journal of Fixed Income Fall 2021, 31 (2) 101-127; DOI: https://doi.org/10.3905/jfi.2021.1.121

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