The Journal of Fixed Income
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scholarly journals Editor’s Letter

2021 ◽  
Vol 31 (3) ◽  
pp. 1
Author(s):  
Stanley J. Kon

Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market

2021 ◽  
pp. jfi.2021.1.127
Author(s):  
Lionel Martellini ◽  
Riccardo Rebonato ◽  
Jean-Michel Maeso
Keyword(s):  
Time Series ◽  
Bond Market ◽  
Cross Sectional ◽  
Sovereign Bond ◽  
The Us

Occam’s Razor for Bond Trade Costs

2021 ◽  
Vol 31 (3) ◽  
pp. 79-92
Author(s):  
Vlad Rashkovich ◽  
Andrei Iogansen
Keyword(s):  
Trade Costs ◽  
Occam’S Razor ◽  
Occam's Razor

The Primary Market Process for Fixed Income Exchange-Traded Funds Under Market Stress

2021 ◽  
pp. jfi.2021.1.126
Author(s):  
Samara Cohen ◽  
Stephen Laipply ◽  
Ananth Madhavan ◽  
James Mauro
Keyword(s):  
Market Process ◽  
Exchange Traded Funds ◽  
Fixed Income

scholarly journals Zero Black-Derman-Toy Interest Rate Model

2021 ◽  
pp. jfi.2021.1.122
Author(s):  
Grzegorz Krzyżanowski ◽  
Ernesto Mordecki ◽  
Andrés Sosa
Keyword(s):  
Interest Rate ◽  
Rate Model ◽  
Interest Rate Model

scholarly journals Editor’s Letter

2021 ◽  
Vol 31 (2) ◽  
pp. 1
Author(s):  
Stanley J. Kon

Deep Learning Credit Risk Modeling

2021 ◽  
pp. jfi.2021.1.121
Author(s):  
Gerardo Manzo ◽  
Xiao Qiao
Keyword(s):  
Deep Learning ◽  
Credit Risk ◽  
Risk Modeling ◽  
Credit Risk Modeling
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