Fixed income and structured finance
- Active Fixed Income IllusionsJordan Brooks, Tony Gould and Scott RichardsonThe Journal of Fixed Income March 2020, 29 (4) 5-19; DOI: https://doi.org/10.3905/jfi.2020.1.086
- Beyond Carry and Momentum in Government BondsJérôme Gava, William Lefebvre and Julien TurcThe Journal of Fixed Income March 2020, 29 (4) 48-74; DOI: https://doi.org/10.3905/jfi.2020.1.085
- Fair Value Measurement in the Life Settlement MarketAlexander Braun and Jiahua XuThe Journal of Fixed Income March 2020, 29 (4) 100-123; DOI: https://doi.org/10.3905/jfi.2020.1.084
- US Treasury Bond Betas: 1961–2019J. Benson DurhamThe Journal of Fixed Income March 2020, 29 (4) 20-47; DOI: https://doi.org/10.3905/jfi.2020.1.083
- Covered Interest Rate Parity Deviations in External Emerging Market Sovereign DebtJonathan S. HartleyThe Journal of Fixed Income March 2020, 29 (4) 92-99; DOI: https://doi.org/10.3905/jfi.2020.1.080
- Beyond Auto Leasing: The Use of Titling Trusts in Structured Finance TransactionsJon D. Van GorpThe Journal of Structured Finance January 2020, 25 (4) 54-58; DOI: https://doi.org/10.3905/jsf.2019.1.093
- The Index Effect in the Corporate Bond MarketFriedrich-Carl FranzThe Journal of Fixed Income January 2020, jfi.2020.1.082; DOI: https://doi.org/10.3905/jfi.2020.1.082
- Measuring Bond Investors’ Risk Appetite Using the Interest Rate Term StructureMichael J. HowellThe Journal of Investing September 2019, 28 (6) 115-127; DOI: https://doi.org/10.3905/joi.2019.28.6.115
- Black–Scholes and Heston Models with Stochastic Interest Rates and Term Structure of VolatilitiesAlberto Bueno-GuerreroThe Journal of Derivatives August 2019, 27 (1) 32-48; DOI: https://doi.org/10.3905/jod.2019.1.078
- Simple Correlated Binomial Portfolio Loss DistributionJoseph M. PimbleyThe Journal of Structured Finance July 2019, 25 (2) 75-86; DOI: https://doi.org/10.3905/jsf.2019.1.078
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