The Journal of Fixed Income

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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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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
Open Access
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
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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