The Journal of Fixed Income

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Predicting Future Yields and Risk Premia: The Blue-Dot Affine Model
Riccardo Rebonato and Riccardo Ronzani

The Journal of Fixed Income Fall 2020, 30 (2) 5-21; DOI: https://doi.org/10.3905/jfi.2020.1.099
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Fall 2020, 30 (2) 1; DOI: https://doi.org/10.3905/jfi.2020.30.2.001
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Student Loan Asset-Backed Securities: The Next Market in Crisis?
Xiaoqing Eleanor Xu and Miki Ortiz-Eggenberg

The Journal of Fixed Income Fall 2020, 30 (2) 22-43; DOI: https://doi.org/10.3905/jfi.2020.1.096
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Interpolating the Yield Curve
Oldrich Alfons Vasicek

The Journal of Fixed Income Fall 2020, 30 (2) 76-85; DOI: https://doi.org/10.3905/jfi.2020.1.094
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Factor Timing in Fixed-Income Strategies
Andrew Chin and Wenxuan Tang

The Journal of Fixed Income Fall 2020, 30 (2) 62-75; DOI: https://doi.org/10.3905/jfi.2020.1.092
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(Systematic) Investing in Emerging Market Debt
Jordan Brooks, Scott Richardson and Zhikai Xu

The Journal of Fixed Income Fall 2020, 30 (2) 44-61; DOI: https://doi.org/10.3905/jfi.2020.1.088
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Term Structure of CDS Spreads and Risk-Based Capital of the Protection Seller: An Extension of the Dynamic Nelson–Siegel Model with the Business Cycle
Standley R. Baron and Issouf Soumaré

The Journal of Fixed Income Fall 2020, 30 (2) 86-115; DOI: https://doi.org/10.3905/jfi.2020.1.089
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Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity
Riccardo Rebonato and Hong Sherwin

The Journal of Fixed Income Winter 2021, jfi.2020.1.103; DOI: https://doi.org/10.3905/jfi.2020.1.103
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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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