The Journal of Fixed Income

Latest Articles

Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2017, 26 (3) 1; DOI: https://doi.org/10.3905/jfi.2017.26.3.001
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Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data
Matteo Aquilina and Felix Suntheim

The Journal of Fixed Income Winter 2017, 26 (3) 49-62; DOI: https://doi.org/10.3905/jfi.2017.26.3.049
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Frailty Models for Commercial Mortgages
Xi Chen, Eric Ghysels and Roland Telfeyan

The Journal of Fixed Income Fall 2016, 26 (2) 16-31; DOI: https://doi.org/10.3905/jfi.2016.26.2.016
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Forecasting Swap Spreads: A Bayesian Approach
Daniel Klein, Elena Nikitina and Jean-Christophe Curtillet

The Journal of Fixed Income Fall 2016, 26 (2) 40-53; DOI: https://doi.org/10.3905/jfi.2016.26.2.040
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Future Economic Information Embedded in High Yield Spreads
Jack Clark Francis, Christopher Hessel and Jun Wang

The Journal of Fixed Income Fall 2016, 26 (2) 32-39; DOI: https://doi.org/10.3905/jfi.2016.26.2.032
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Fall 2016, 26 (2) 1; DOI: https://doi.org/10.3905/jfi.2016.26.2.001
You have access
Implied Remaining Variance with Application to Bachelier Model
Jian Sun, Qiankun Niu, Shinan Cao and Peter Carr

The Journal of Fixed Income Fall 2016, 26 (2) 78-95; DOI: https://doi.org/10.3905/jfi.2016.26.2.078
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Overlooked Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted Spreads
Alexander N. Bogin, Nataliya Polkovnichenko and William M. Doerner

The Journal of Fixed Income Fall 2016, 26 (2) 5-15; DOI: https://doi.org/10.3905/jfi.2016.26.2.005
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Short Selling and the Cross-Section of Corporate
Bond Returns
Stephen E. Christophe, Michael G. Ferri, Jim Hsieh and Tao-Hsien Dolly King

The Journal of Fixed Income Fall 2016, 26 (2) 54-77; DOI: https://doi.org/10.3905/jfi.2016.26.2.054
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Summer 2016, 26 (1) 1; DOI: https://doi.org/10.3905/jfi.2016.26.1.001

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