The Journal of Fixed Income

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How Do the Volatilities of Rates Depend on Their Level? The “Universal Relationship” Revisited
Riccardo Rebonato and Amir El Aouadi

The Journal of Fixed Income Spring 2021, jfi.2021.1.110; DOI: https://doi.org/10.3905/jfi.2021.1.110
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Replicating Maximum Yield Annuities with US Treasury Funds
Joseph R. Prendergast

The Journal of Fixed Income Spring 2021, jfi.2021.1.109; DOI: https://doi.org/10.3905/jfi.2021.1.109
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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
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ESG Impact on High-Yield Returns
Martin Fridson, Lu Jiang, Zhiyuan Mei and Daniel Navaei

The Journal of Fixed Income Spring 2021, jfi.2021.1.108; DOI: https://doi.org/10.3905/jfi.2021.1.108
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Analysis of Global Fixed Income Returns Using Multilinear Tensor Algebra
Bruno Scalzo, Athanasios Konstantinidis and Danilo P. Mandic

The Journal of Fixed Income Spring 2021, jfi.2021.1.107; DOI: https://doi.org/10.3905/jfi.2021.1.107
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From ad hoc Bond-Risk Measures to Variance-Covariance Forecasts
Marielle De Jong and Frank J. Fabozzi

The Journal of Fixed Income Spring 2021, jfi.2021.1.105; DOI: https://doi.org/10.3905/jfi.2021.1.105
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Assessment of Credit Ratings and Credit Risk Models on Public Bonds
Karyl B. Leggio, Yoon S. Shin and Yuxing Yan

The Journal of Fixed Income Spring 2021, jfi.2021.1.104; DOI: https://doi.org/10.3905/jfi.2021.1.104
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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, 30 (3) 67-82; DOI: https://doi.org/10.3905/jfi.2020.1.103
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2021, 30 (3) 1; DOI: https://doi.org/10.3905/jfi.2020.30.3.001
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Conditional Fixed Income Correlations: Skews and Straddles
Zava Aydemir

The Journal of Fixed Income Winter 2021, 30 (3) 83-107; DOI: https://doi.org/10.3905/jfi.2020.30.3.083

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