The Journal of Fixed Income

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Deep Learning Credit Risk Modeling
Gerardo Manzo and Xiao Qiao

The Journal of Fixed Income Fall 2021, jfi.2021.1.121; DOI: https://doi.org/10.3905/jfi.2021.1.121
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A Bird’s-Eye View of the US Credit Rating Industry
Miles Livingston, Gina Nicolosi and Lei Zhou

The Journal of Fixed Income Fall 2021, jfi.2021.1.120; DOI: https://doi.org/10.3905/jfi.2021.1.120
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Par Munis: Sub-Par Performance
Andrew Kalotay and R.B. (Guy) Davidson

The Journal of Fixed Income Fall 2021, jfi.2021.1.119; DOI: https://doi.org/10.3905/jfi.2021.1.119
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Testing the Forecasting Ability of Multi-Factor Models on Non-US Interbank Rates
Diana Tunaru, Francesco A. Fabozzi and Frank J. Fabozzi

The Journal of Fixed Income Fall 2021, jfi.2021.1.118; DOI: https://doi.org/10.3905/jfi.2021.1.118
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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, jfi.2021.1.117; 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, jfi.2021.1.116; DOI: https://doi.org/10.3905/jfi.2021.1.116
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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, 31 (1) 80-95; DOI: https://doi.org/10.3905/jfi.2021.1.111
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A Key Rate Approach to Replicating Annuities with US Treasury Funds
Joseph R. Prendergast

The Journal of Fixed Income Summer 2021, 31 (1) 65-79; DOI: https://doi.org/10.3905/jfi.2021.1.115
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The Lowdown on Low-Down-Payment Mortgages: Is It Safe?
Gary Fissel, Gerald A. Hanweck and Anthony B. Sanders

The Journal of Fixed Income Summer 2021, 31 (1) 27-50; DOI: https://doi.org/10.3905/jfi.2021.1.106
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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, 31 (1) 97-123; DOI: https://doi.org/10.3905/jfi.2021.1.113

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