Volume 27; Issue 1

The Journal of Fixed Income

Volume 27; Issue 1
1

A Conditional Variance Model of Corporate Bond Excess Return Distributions

Stoll, Kevin J
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 2.51 MB
english, 2017
2

The Risk Parity Principle Applied to a Corporate Bond Index

Stagnol, Lauren
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 4.51 MB
english, 2017
3

Bond ETF Arbitrage Strategies and Daily Cash Flow

Fulkerson, Jon A, Jordan, Susan D, Travis, Denver H
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 2.96 MB
english, 2017
5

Bond Liquidity Scores

Ben Slimane, Mohamed, Jong, Marielle de
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 1.51 MB
english, 2017
6

Creating a Live Yield Curve in the Illiquid Muni Market

Kalotay, Andrew
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 390 KB
english, 2017
7

Editor’s Letter

Kon, Stanley J.
Journal:
The Journal of Fixed Income
Year:
2017
Language:
english
File:
PDF, 93 KB
english, 2017