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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

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  • Rates Factors and Global Asset Allocation
    Joshua Kothe, Harald Lohre and Carsten Rother
  • Predicting Future Yields and Risk Premia: The Blue-Dot Affine Model
    Riccardo Rebonato and Riccardo Ronzani
  • An Empirical Examination of the Term Structure Fundamentals of Credit Spreads
    Austin Murphy and Adrian Headley
  • Active Fixed Income Illusions
    Jordan Brooks, Tony Gould and Scott Richardson
  • Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!
    Thomas Heckel, Zine Amghar, Isaac Haik, Olivier Laplénie and Raul Leote de Carvalho
  • Defining and Exploiting Value in US Treasury Bonds
    Riccardo Rebonato, Jean-Michel Maeso and Lionel Martellini
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Latest Articles

  • You have access
    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.2020.30.3.083
  • You have access
    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
  • You have access
    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
  • You have access
    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
View more latest articles

DISCOVER RESEARCH FROM OUR AUTHORS

In our series of videos, the authors of research published in The Journal of Fixed Income, discuss the findings of their article, offering more in-depth analysis around it and explain how the conclusions can be implemented in practice.

John Burke
Leon Hess Business School, Monmouth University
Terry Benzschawel
Citi Institutional Clients Group
Laurie S. Goodman
Amherst Securities Group LP

 

ABOUT THE JOURNAL OF FIXED INCOME

The Journal of Fixed Income (JFI) provides sophisticated analytical research and case studies on bond instruments of all types – investment grade, high-yield, municipals, ABS and MBS, and structured products such as CDOs and credit derivatives. Industry experts offer detailed models and analyses of fixed income structuring, performance tracking, and risk management. JFI helps readers to manage bond portfolios more efficiently, evaluate interest rate strategies and manage interest rate risk, gain insights on structured products, and to stay on the cutting edge of fixed income markets.

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Current issue

The Journal of Fixed Income: 30 (3)
The Journal of Fixed Income
Vol. 30, Issue 3
Winter 2021
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