The Journal of Fixed Income

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How New Bond Issuance Influences the Liquidity of Covered Bonds
Michael Weigerding

The Journal of Fixed Income Fall 2019, jfi.2019.1.072; DOI: https://doi.org/10.3905/jfi.2019.1.072
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Dynamic Risk Factors in Carry Trades
Seungho Baek, Kwan Yong Lee and Mina Glambosky

The Journal of Fixed Income Summer 2019, 29 (1) 55-75; DOI: https://doi.org/10.3905/jfi.2019.29.1.055
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Summer 2019, 29 (1) 1; DOI: https://doi.org/10.3905/jfi.2019.29.1.001
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Default Risk Characteristics of Construction Surety Bonds
Hyeongjun Kim, Hoon Cho and Doojin Ryu

The Journal of Fixed Income Summer 2019, 29 (1) 77-87; DOI: https://doi.org/10.3905/jfi.2019.29.1.077
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The Impact of Firm-Level Political Risk on Creditor Control
Maksim Isakin and Xiaoling Pu

The Journal of Fixed Income Summer 2019, 29 (1) 44-54; DOI: https://doi.org/10.3905/jfi.2019.1.070
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Fixed-Income Value Factor
Shawn Shen, Arom Pathammavong and Alex Chen

The Journal of Fixed Income Summer 2019, 29 (1) 21-43; DOI: https://doi.org/10.3905/jfi.2019.1.067
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Are Bond Ratings Informative? Evidence from Regulatory Regime Changes
Louis Ederington, Jeremy Goh, Yen Teik Lee and Lisa (Zongfei) Yang

The Journal of Fixed Income Summer 2019, 29 (1) 6-19; DOI: https://doi.org/10.3905/jfi.2019.29.1.006
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Are the Risk-Free Interest Rates Correlated with Sovereign Default Intensities?
Yusho Kagraoka

The Journal of Fixed Income Spring 2019, 28 (4) 91-103; DOI: https://doi.org/10.3905/jfi.2019.1.068
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Credit Rating and Liquidity in the US Corporate Bond Market
Antonio Díaz and Ana Escribano

The Journal of Fixed Income Spring 2019, 28 (4) 46-59; DOI: https://doi.org/10.3905/jfi.2019.28.4.046
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The Pre-FOMC Announcement Drift: An Empirical Analysis
Arik Ben Dor and Carlo Rosa

The Journal of Fixed Income Spring 2019, 28 (4) 60-72; DOI: https://doi.org/10.3905/jfi.2019.28.4.060

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