The Journal of Fixed Income

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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, jfi.2021.1.113; DOI: https://doi.org/10.3905/jfi.2021.1.113
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Does ESG Matter for Sovereign Debt Investing?
Lupin Rahman, Jeremy Rosten, Pierre Monroy and Shuo Huang

The Journal of Fixed Income Summer 2021, jfi.2021.1.112; DOI: https://doi.org/10.3905/jfi.2021.1.112
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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, jfi.2021.1.111; DOI: https://doi.org/10.3905/jfi.2021.1.111
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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, 30 (4) 65-80; DOI: https://doi.org/10.3905/jfi.2021.1.104
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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, 30 (4) 17-31; DOI: https://doi.org/10.3905/jfi.2021.1.110
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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, 30 (4) 53-63; DOI: https://doi.org/10.3905/jfi.2021.1.108
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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, 30 (4) 6-16; DOI: https://doi.org/10.3905/jfi.2021.1.105
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Replicating Maximum-Yield Annuities with US Treasury Funds
Joseph R. Prendergast

The Journal of Fixed Income Spring 2021, 30 (4) 81-99; DOI: https://doi.org/10.3905/jfi.2021.1.109
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Spring 2021, 30 (4) 1; DOI: https://doi.org/10.3905/jfi.2021.30.4.001
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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, 30 (4) 32-52; DOI: https://doi.org/10.3905/jfi.2021.1.107

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