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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
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  • More
    • About JFI
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Latest Articles

  • You have access
    Duration and Globalization
    Zvika Afik, Gady Jacoby and Zvi Wiener
    The Journal of Fixed Income Fall 2018, 28 (2) 31-43; DOI: https://doi.org/10.3905/jfi.2018.28.2.031
  • Open Access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Fall 2018, 28 (2) 1; DOI: https://doi.org/10.3905/jfi.2018.28.2.001
  • You have access
    Assessment of Credit Risk Models on Rule 144A Corporate Bonds
    Mark Johnson, Karyl Leggio and Yoon S. Shin
    The Journal of Fixed Income Fall 2018, 28 (2) 65-83; DOI: https://doi.org/10.3905/jfi.2018.1.064
  • You have access
    The Impact of the Employment Report and Forecasts Thereof on Fixed-Income Markets
    Louis Ederington and Wei Guan
    The Journal of Fixed Income Fall 2018, 28 (2) 44-54; DOI: https://doi.org/10.3905/jfi.2018.1.063
  • You have access
    Bond Portfolio Optimization in the Presence of Duration Constraints
    Romain Deguest, Frank Fabozzi, Lionel Martellini and Vincent Milhau
    The Journal of Fixed Income Summer 2018, 28 (1) 6-26; DOI: https://doi.org/10.3905/jfi.2018.1.061
  • Open Access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Summer 2018, 28 (1) 1; DOI: https://doi.org/10.3905/jfi.2018.28.1.001
  • You have access
    Observed Leniency among the Credit Rating Agencies
    Dror Parnes
    The Journal of Fixed Income Summer 2018, 28 (1) 48-60; DOI: https://doi.org/10.3905/jfi.2018.28.1.048
  • You have access
    What Fueled the Financial Crisis? An Analysis of the Performance of Purchase and Refinance Loans
    Laurie S. Goodman and Jun Zhu
    The Journal of Fixed Income Summer 2018, 28 (1) 27-37; DOI: https://doi.org/10.3905/jfi.2018.28.1.027
  • You have access
    CAT Bond Spreads via HARA Utility and Nonparametric Tests
    Denis-Alexandre Trottier, Van Son Lai and Anne-Sophie Charest
    The Journal of Fixed Income Summer 2018, 28 (1) 75-99; DOI: https://doi.org/10.3905/jfi.2018.1.062
  • You have access
    Interest Rate Future Quality Options and Negative Interest Rates
    Alejandro Balbás and Ricardo Laborda
    The Journal of Fixed Income Summer 2018, 28 (1) 61-73; DOI: https://doi.org/10.3905/jfi.2018.28.1.061

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