The Journal of Fixed Income

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The Pre-FOMC Announcement Drift: An Empirical Analysis
Arik Ben Dor and Carlo Rosa

The Journal of Fixed Income Spring 2019, 28 (4) 60-72; DOI: https://doi.org/10.3905/jfi.2019.28.4.060
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What Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) Market
Sheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun Yoo

The Journal of Fixed Income Spring 2019, 28 (4) 5-45; DOI: https://doi.org/10.3905/jfi.2019.1.069
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Residual Equity Momentum Spillover in Global Corporate Bond Markets
Demir Bektić

The Journal of Fixed Income Winter 2019, 28 (3) 46-54; DOI: https://doi.org/10.3905/jfi.2018.28.3.046
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How a Credit Enhancement Affects Bond Liquidity and Default Risk of the Firm
Jeffrey R. Black, Seth A. Hoelscher and Duane Stock

The Journal of Fixed Income Winter 2019, 28 (3) 24-37; DOI: https://doi.org/10.3905/jfi.2018.28.3.024
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The Three-Factor Hedging Strategy for Mortgage Pass-Through Securities: Empirical Evidence
Emory E. Ruscus, Frank J. Fabozzi and Glenn Schultz

The Journal of Fixed Income Winter 2019, 28 (3) 55-67; DOI: https://doi.org/10.3905/jfi.2018.1.066
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(Il)liquidity Premium in Credit Markets: A Myth?
Scott Richardson and Diogo Palhares

The Journal of Fixed Income Winter 2019, 28 (3) 5-23; DOI: https://doi.org/10.3905/jfi.2018.1.065
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When a Fact May Not Be a Fact—and So What? An Analysis of Credit Default Statistics
Chris Dialynas

The Journal of Fixed Income Winter 2019, 28 (3) 38-45; DOI: https://doi.org/10.3905/jfi.2018.28.3.038
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2019, 28 (3) 1; DOI: https://doi.org/10.3905/jfi.2018.28.3.001
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A Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBOR
Ren-Raw Chen, Pei-Lin Hsieh, Jeffrey Huang and Joe Huang

The Journal of Fixed Income Winter 2019, 28 (3) 68-87; DOI: https://doi.org/10.3905/jfi.2018.28.3.068
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An Econometric Analysis of the Determinants of CVA Spreads
Issouf Soumaré

The Journal of Fixed Income Fall 2018, 28 (2) 16-30; DOI: https://doi.org/10.3905/jfi.2018.28.2.016

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