The Journal of Fixed Income

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Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Spring 2021, 30 (4) 1; DOI: https://doi.org/10.3905/jfi.2021.30.4.001
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Analysis of Global Fixed-Income Returns Using Multilinear Tensor Algebra
Bruno Scalzo, Athanasios Konstantinidis and Danilo P. Mandic

The Journal of Fixed Income Spring 2021, 30 (4) 32-52; DOI: https://doi.org/10.3905/jfi.2021.1.107
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How Do Credit Markets React to Earnings Releases? Empirical Analysis and Implications for Investors
Arik Ben Dor, Jingling Guan and Xiaming Zeng

The Journal of Fixed Income Winter 2021, 30 (3) 47-65; DOI: https://doi.org/10.3905/jfi.2020.1.101
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Rates Factors and Global Asset Allocation
Joshua Kothe, Harald Lohre and Carsten Rother

The Journal of Fixed Income Winter 2021, 30 (3) 6-25; DOI: https://doi.org/10.3905/jfi.2020.1.098
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Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity
Riccardo Rebonato and Hong Sherwin

The Journal of Fixed Income Winter 2021, 30 (3) 67-82; DOI: https://doi.org/10.3905/jfi.2020.1.103
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Winter 2021, 30 (3) 1; DOI: https://doi.org/10.3905/jfi.2020.30.3.001
You have access
Conditional Fixed Income Correlations: Skews and Straddles
Zava Aydemir

The Journal of Fixed Income Winter 2021, 30 (3) 83-107; DOI: https://doi.org/10.3905/jfi.2020.1.087
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Performance Measurement in the Life Insurance Industry: An Asset-Liability Perspective
Alexander Braun and Florian Schreiber

The Journal of Fixed Income Winter 2021, 30 (3) 109-127; DOI: https://doi.org/10.3905/jfi.2020.1.102
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Carry Strategies and the US Dollar Risk of US and Global Bonds
Gueorgui S. Konstantinov and Frank J. Fabozzi

The Journal of Fixed Income Winter 2021, 30 (3) 26-46; DOI: https://doi.org/10.3905/jfi.2020.1.100
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Predicting Future Yields and Risk Premia: The Blue-Dot Affine Model
Riccardo Rebonato and Riccardo Ronzani

The Journal of Fixed Income Fall 2020, 30 (2) 5-21; DOI: https://doi.org/10.3905/jfi.2020.1.099

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