The Journal of Fixed Income

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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
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US Treasury Bond Betas: 1961–2019
J. Benson Durham

The Journal of Fixed Income Spring 2020, 29 (4) 20-47; DOI: https://doi.org/10.3905/jfi.2020.1.083
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Active Fixed Income Illusions
Jordan Brooks, Tony Gould and Scott Richardson

The Journal of Fixed Income Spring 2020, 29 (4) 5-19; DOI: https://doi.org/10.3905/jfi.2020.1.086
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Fair Value Measurement in the Life Settlement Market
Alexander Braun and Jiahua Xu

The Journal of Fixed Income Spring 2020, 29 (4) 100-123; DOI: https://doi.org/10.3905/jfi.2020.1.084
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Covered Interest Rate Parity Deviations in External Emerging Market Sovereign Debt
Jonathan S. Hartley

The Journal of Fixed Income Spring 2020, 29 (4) 92-99; DOI: https://doi.org/10.3905/jfi.2020.1.080
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Spring 2020, 29 (4) 1; DOI: https://doi.org/10.3905/jfi.2020.29.4.001
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Beyond Carry and Momentum in Government Bonds
Jérôme Gava, William Lefebvre and Julien Turc

The Journal of Fixed Income Spring 2020, 29 (4) 48-74; DOI: https://doi.org/10.3905/jfi.2020.1.085
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Do Political Connections Matter to Bondholders? Evidence from Corporate Bond Offerings
Yun Meng

The Journal of Fixed Income Spring 2020, 29 (4) 75-91; DOI: https://doi.org/10.3905/jfi.2020.1.081
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Conditional Fixed Income Correlations: Skews and Straddles
Zava Aydemir

The Journal of Fixed Income Fall 2020, jfi.2020.1.087; DOI: https://doi.org/10.3905/jfi.2020.1.087
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Relative Shortage of Long-Term Treasury Securities and the Flat Yield Curve
Peng Zhang

The Journal of Fixed Income Winter 2020, 29 (3) 68-76; DOI: https://doi.org/10.3905/jfi.2019.1.078

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