The Journal of Fixed Income

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Momentum in the European Corporate Bond Market: The Role of Bond-Specific Returns
Florian Barth, Hendrik Scholz and Matthias Stegmeier

The Journal of Fixed Income Winter 2018, 27 (3) 54-70; DOI: https://doi.org/10.3905/jfi.2018.27.3.054
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2018, 27 (3) 1; DOI: https://doi.org/10.3905/jfi.2018.27.3.001
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The Impact of Market Conditions on Bond Fund Managers
Harsh Parikh and Frank J. Fabozzi

The Journal of Fixed Income Winter 2018, 27 (3) 6-22; DOI: https://doi.org/10.3905/jfi.2018.27.3.006
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Standalone Firms, Conglomerates, and Bond Return
Tao-Hsien Dolly King, Sailu Li and George Xiang

The Journal of Fixed Income Winter 2018, 27 (3) 72-85; DOI: https://doi.org/10.3905/jfi.2018.27.3.072
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Yields versus Expected Returns of Corporate Bonds: Some Unexpected Results
Natalia A. Beliaeva, Rachel (Kyungyeon) Koh and Sanjay K. Nawalkha

The Journal of Fixed Income Winter 2018, 27 (3) 37-53; DOI: https://doi.org/10.3905/jfi.2018.27.3.037
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The New Market for Treasury Floating Rate Notes
Karan Bhanot and Liang Guo

The Journal of Fixed Income Fall 2017, 27 (2) 52-64; DOI: https://doi.org/10.3905/jfi.2017.27.2.052
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It Is Time to Shift Log-Normal
Ren-Raw Chen, Pei-Lin Hsieh and Jeffrey Huang

The Journal of Fixed Income Fall 2017, 27 (2) 37-51; DOI: https://doi.org/10.3905/jfi.2017.27.2.037
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Reinsurance or CAT Bond? How to Optimally Combine Both
Denis-Alexandre Trottier and Van Son Lai

The Journal of Fixed Income Fall 2017, 27 (2) 65-87; DOI: https://doi.org/10.3905/jfi.2017.27.2.065
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Measuring Correlated Default Risk: A New Metric and Validity Tests
Siamak Javadi, Seoyoung Kim, Tim Krehbiel and Ali Nejadmalyeri

The Journal of Fixed Income Fall 2017, 27 (2) 6-29; DOI: https://doi.org/10.3905/jfi.2017.27.2.006
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Pricing Coupon Bond Options and Swaptions under the
Two-Factor Hull-White Model
Vincenzo Russo and Frank J. Fabozzi

The Journal of Fixed Income Fall 2017, 27 (2) 30-36; DOI: https://doi.org/10.3905/jfi.2017.27.2.030

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