The Journal of Fixed Income

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Equity Momentum in European Credits
Hendrik Kaufmann and Philip Messow

The Journal of Fixed Income Summer 2020, 30 (1) 29-44; DOI: https://doi.org/10.3905/jfi.2020.1.097
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The Index Effect in the Corporate Bond Market
Friedrich-Carl Franz

The Journal of Fixed Income Summer 2020, 30 (1) 46-69; DOI: https://doi.org/10.3905/jfi.2020.1.082
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Biases in CDS Spreads after the CDS Big Bang
Xinjie Wang, Hongjun Yan and Zhaodong (Ken) Zhong

The Journal of Fixed Income Summer 2020, 30 (1) 71-80; DOI: https://doi.org/10.3905/jfi.2020.1.095
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An Empirical Examination of the Term Structure Fundamentals of Credit Spreads
Austin Murphy and Adrian Headley

The Journal of Fixed Income Summer 2020, 30 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2020.1.093
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Summer 2020, 30 (1) 1; DOI: https://doi.org/10.3905/jfi.2020.30.1.001
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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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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
Open Access
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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