The Journal of Fixed Income

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Measuring Correlated Default Risk: A New Metric and Validity Tests
Siamak Javadi, Seoyoung Kim, Tim Krehbiel and Ali Nejadmalyeri

The Journal of Fixed Income Fall 2017, 27 (2) 6-29; DOI: https://doi.org/10.3905/jfi.2017.27.2.006
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Pricing Coupon Bond Options and Swaptions under the
Two-Factor Hull-White Model
Vincenzo Russo and Frank J. Fabozzi

The Journal of Fixed Income Fall 2017, 27 (2) 30-36; DOI: https://doi.org/10.3905/jfi.2017.27.2.030
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Fall 2017, 27 (2) 1; DOI: https://doi.org/10.3905/jfi.2017.27.2.001
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The Risk Parity Principle Applied to a Corporate Bond Index
Lauren Stagnol

The Journal of Fixed Income Summer 2017, 27 (1) 27-48; DOI: https://doi.org/10.3905/jfi.2017.27.1.027
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Bond Liquidity Scores
Mohamed Ben Slimane and Marielle de Jong

The Journal of Fixed Income Summer 2017, 27 (1) 77-82; DOI: https://doi.org/10.3905/jfi.2017.27.1.077
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Summer 2017, 27 (1) 1; DOI: https://doi.org/10.3905/jfi.2017.27.1.001
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Bond ETF Arbitrage Strategies and Daily Cash Flow
Jon A. Fulkerson, Susan D. Jordan and Denver H. Travis

The Journal of Fixed Income Summer 2017, 27 (1) 49-65; DOI: https://doi.org/10.3905/jfi.2017.27.1.049
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The Predictive Power of the Implied Volatility of Interest Rates: Evidence from USD, EUR, and JPY Swaption
Takahiro Hattori

The Journal of Fixed Income Summer 2017, 27 (1) 67-76; DOI: https://doi.org/10.3905/jfi.2017.27.1.067
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A Conditional Variance Model of Corporate Bond Excess Return Distributions
Kevin J. Stoll

The Journal of Fixed Income Summer 2017, 27 (1) 6-26; DOI: https://doi.org/10.3905/jfi.2017.27.1.006
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Creating a Live Yield Curve in the Illiquid Muni Market
Andrew Kalotay

The Journal of Fixed Income Summer 2017, 27 (1) 84-91; DOI: https://doi.org/10.3905/jfi.2017.27.1.084

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