The Journal of Fixed Income

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What Does the Yield-Curve Slope Really Tell Us?
Michael J. Howell

The Journal of Fixed Income Spring 2018, 27 (4) 22-33; DOI: https://doi.org/10.3905/jfi.2018.1.059
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Calibrating Credit Risk Dynamics in Private Infrastructure Debt
Frédéric Blanc-Brude, Majid Hasan and Timothy Whittaker

The Journal of Fixed Income Spring 2018, 27 (4) 54-71; DOI: https://doi.org/10.3905/jfi.2018.27.4.054
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Spring 2018, 27 (4) 1; DOI: https://doi.org/10.3905/jfi.2018.27.4.001
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Yields versus Expected Returns of Corporate Bonds: Some Unexpected Results
Natalia A. Beliaeva, Rachel (Kyungyeon) Koh and Sanjay K. Nawalkha

The Journal of Fixed Income Winter 2018, 27 (3) 37-53; DOI: https://doi.org/10.3905/jfi.2018.27.3.037
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Intra-Market Correlations in the Bond Markets: Extending Empirical Regularities from the Equity Markets
Robert S. Goldberg and Ehud I. Ronn

The Journal of Fixed Income Winter 2018, 27 (3) 23-36; DOI: https://doi.org/10.3905/jfi.2018.27.3.023
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A Robust Decision Support Approach to Portfolio Risk Reduction Based on Credit Default Swap
Dexiang Wu and Desheng Dash Wu

The Journal of Fixed Income Winter 2018, 27 (3) 86-95; DOI: https://doi.org/10.3905/jfi.2018.27.3.086
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Momentum in the European Corporate Bond Market: The Role of Bond-Specific Returns
Florian Barth, Hendrik Scholz and Matthias Stegmeier

The Journal of Fixed Income Winter 2018, 27 (3) 54-70; DOI: https://doi.org/10.3905/jfi.2018.27.3.054
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2018, 27 (3) 1; DOI: https://doi.org/10.3905/jfi.2018.27.3.001
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The Impact of Market Conditions on Bond Fund Managers
Harsh Parikh and Frank J. Fabozzi

The Journal of Fixed Income Winter 2018, 27 (3) 6-22; DOI: https://doi.org/10.3905/jfi.2018.27.3.006
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Standalone Firms, Conglomerates, and Bond Return
Tao-Hsien Dolly King, Sailu Li and George Xiang

The Journal of Fixed Income Winter 2018, 27 (3) 72-85; DOI: https://doi.org/10.3905/jfi.2018.27.3.072

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