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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
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  • Submit an article
  • More
    • About JFI
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Latest Articles

  • 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
    The Bond Coupon’s Impact on Liquidity
    Stephen Rush
    The Journal of Fixed Income Spring 2018, 27 (4) 34-39; DOI: https://doi.org/10.3905/jfi.2018.27.4.034
  • You have access
    Reach for Safety
    Johnny Kang, Tom Parker, Scott Radell and Ralph Smith
    The Journal of Fixed Income Spring 2018, 27 (4) 6-21; DOI: https://doi.org/10.3905/jfi.2018.27.4.006
  • You have access
    Global Risk Co-Moments and Carry Trade Strategy
    Mohammadreza Tavakoli Baghdadabad and Girijasankar Mallik
    The Journal of Fixed Income Spring 2018, 27 (4) 73-99; DOI: https://doi.org/10.3905/jfi.2018.27.4.073
  • You have access
    Ripple Effects, the Long-Run Relationship, and Dynamic Corrections among Interest Rate Swap Spreads
    Kenneth A. Tah and Geoffrey Ngene
    The Journal of Fixed Income Spring 2018, 27 (4) 40-52; DOI: https://doi.org/10.3905/jfi.2018.1.060
  • You have access
    What Does the Yield-Curve Slope Really Tell Us?
    Michael J. Howell
    The Journal of Fixed Income Spring 2018, 27 (4) 22-33; DOI: https://doi.org/10.3905/jfi.2018.1.059
  • You have access
    Calibrating Credit Risk Dynamics in Private Infrastructure Debt
    Frédéric Blanc-Brude, Majid Hasan and Timothy Whittaker
    The Journal of Fixed Income Spring 2018, 27 (4) 54-71; DOI: https://doi.org/10.3905/jfi.2018.27.4.054
  • Open Access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Spring 2018, 27 (4) 1; DOI: https://doi.org/10.3905/jfi.2018.27.4.001

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