The Journal of Fixed Income
Latest Publications

TOTAL DOCUMENTS

973
(FIVE YEARS 57)

H-INDEX

41
(FIVE YEARS 1)

Published By Pageant Media Us

2168-8648, 1059-8596
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

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

Rise of the Machines: Application of Machine Learning to Mortgage Prepayment Modeling

2021 ◽  
pp. jfi.2021.1.123
Author(s):  
Glenn M. Schultz ◽  
Frank J. Fabozzi
Keyword(s):  
Machine Learning ◽  
Mortgage Prepayment

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
Load More ...
Sign in / Sign up

Export Citation Format

Share Document