The Journal of Fixed Income

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Performance Measurement in the Life Insurance Industry: An Asset-Liability Perspective
Alexander Braun and Florian Schreiber

The Journal of Fixed Income Winter 2021, jfi.2020.1.102; DOI: https://doi.org/10.3905/jfi.2020.1.102
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How Do Credit Markets React to Earnings Releases: Empirical Analysis and Implications for Investors
Arik Ben Dor, Jingling Guan and Xiaming Zeng

The Journal of Fixed Income Winter 2021, jfi.2020.1.101; DOI: https://doi.org/10.3905/jfi.2020.1.101
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Carry Strategies and the US Dollar Risk of US and Global Bonds
Gueorgui S. Konstantinov and Frank J. Fabozzi

The Journal of Fixed Income Winter 2021, jfi.2020.1.100; DOI: https://doi.org/10.3905/jfi.2020.1.100
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Rank-Based Error Tracking for Agency MBS Prepayment Models
Jiawei “David” Zhang

The Journal of Fixed Income Summer 2020, 30 (1) 81-89; DOI: https://doi.org/10.3905/jfi.2020.1.090
Open Access
The Liquidity Hierarchy in the US Treasury Cash and Futures Market
Lee Baker, Lihong McPhail and Bruce Tuckman

The Journal of Fixed Income Summer 2020, 30 (1) 90-99; DOI: https://doi.org/10.3905/jfi.2020.1.091
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Equity Momentum in European Credits
Hendrik Kaufmann and Philip Messow

The Journal of Fixed Income Summer 2020, 30 (1) 29-44; DOI: https://doi.org/10.3905/jfi.2020.1.097
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The Index Effect in the Corporate Bond Market
Friedrich-Carl Franz

The Journal of Fixed Income Summer 2020, 30 (1) 46-69; DOI: https://doi.org/10.3905/jfi.2020.1.082
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Biases in CDS Spreads after the CDS Big Bang
Xinjie Wang, Hongjun Yan and Zhaodong (Ken) Zhong

The Journal of Fixed Income Summer 2020, 30 (1) 71-80; DOI: https://doi.org/10.3905/jfi.2020.1.095
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An Empirical Examination of the Term Structure Fundamentals of Credit Spreads
Austin Murphy and Adrian Headley

The Journal of Fixed Income Summer 2020, 30 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2020.1.093
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Summer 2020, 30 (1) 1; DOI: https://doi.org/10.3905/jfi.2020.30.1.001

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