The Journal of Fixed Income

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The Key Rate Durations of Municipal Bonds
Andrew Kalotay and Joel Buursma

The Journal of Fixed Income Fall 2019, 29 (2) 61-64; DOI: https://doi.org/10.3905/jfi.2019.1.073
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Defining and Exploiting Value in US Treasury Bonds
Riccardo Rebonato, Jean-Michel Maeso and Lionel Martellini

The Journal of Fixed Income Fall 2019, 29 (2) 6-25; DOI: https://doi.org/10.3905/jfi.2019.1.071
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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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The Relative Effectiveness of the Fed Funds Futures and the Federal Open Market Committee (FOMC) Dot Plots in Predicting the Future Federal Funds Rate
John Burke and Andreas Christofi

The Journal of Fixed Income Spring 2019, 28 (4) 73-83; DOI: https://doi.org/10.3905/jfi.2019.28.4.073
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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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