The Journal of Fixed Income

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Seeking Improved Yield: How to Make SEC Yield More Suitable for TIPS
John D. Finnerty

The Journal of Fixed Income Spring 2022, 31 (4) 100-111; DOI: https://doi.org/10.3905/jfi.2022.1.131
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Primer on Agency Mortgage-Backed Securities Specified Pools and Their Convexity Profiles
Glenn M. Schultz and Frank J. Fabozzi

The Journal of Fixed Income Spring 2022, 31 (4) 33-49; DOI: https://doi.org/10.3905/jfi.2022.1.133
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Spring 2022, 31 (4) 1; DOI: https://doi.org/10.3905/jfi.2022.31.4.001
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Why Does the Cieslak–Povala Model Predict Treasury Returns? A Reinterpretation
Riccardo Rebonato and Taku Hatano

The Journal of Fixed Income Spring 2022, 31 (4) 20-32; DOI: https://doi.org/10.3905/jfi.2022.1.130
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Rise of the Machines: Application of Machine Learning to Mortgage Prepayment Modeling
Glenn M. Schultz and Frank J. Fabozzi

The Journal of Fixed Income Winter 2022, 31 (3) 6-19; DOI: https://doi.org/10.3905/jfi.2021.1.123
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The Primary Market Process for Fixed Income Exchange-Traded Funds Under Market Stress
Samara Cohen, Stephen Laipply, Ananth Madhavan and James Mauro

The Journal of Fixed Income Winter 2022, 31 (3) 66-78; DOI: https://doi.org/10.3905/jfi.2021.1.126
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Zero Black–Derman–Toy Interest Rate Model
Grzegorz Krzyżanowski, Ernesto Mordecki and Andrés Sosa

The Journal of Fixed Income Winter 2022, 31 (3) 93-111; DOI: https://doi.org/10.3905/jfi.2021.1.122
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Eurozone Sovereign Default Risk and Capital: A Bayesian Approach
Rainer Jobst and Daniel Rösch

The Journal of Fixed Income Winter 2022, 31 (3) 41-65; DOI: https://doi.org/10.3905/jfi.2021.1.124
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Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2022, 31 (3) 1; DOI: https://doi.org/10.3905/jfi.2021.31.3.001
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Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market
Lionel Martellini, Riccardo Rebonato and Jean-Michel Maeso

The Journal of Fixed Income Winter 2022, 31 (3) 20-40; DOI: https://doi.org/10.3905/jfi.2021.1.127

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