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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

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  • More
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Latest Articles

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • Open Access
    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
  • You have access
    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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