Issue Title: 
Highwire: apath: 
/iijfixinc/27/1.atom
Highwire: atom_id: 
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Highwire: pisa_id: 
iijfixinc;27/1
Highwire: pisa_master: 
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Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Jun 30, 2017
First Page: 
1
Issue Number: 
1
Last Page: 
91
Print Publication Date: 
Jun 30, 2017
Slug: 
1
Volume Number: 
27
Print Publication Date - String: 
Cover: 
TOC Data: 
a:2:{s:7:"version";s:1:"2";s:3:"toc";a:7:{i:0;a:6:{s:7:"heading";s:17:"Editor’s Letter";s:9:"header-id";s:13:"EditorsLetter";s:11:"groupingkey";s:17:"Editor’s Letter";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijfixinc/27/1/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:74:"A Conditional Variance Model of Corporate Bond Excess Return Distributions";s:9:"header-id";s:65:"AConditionalVarianceModelofCorporateBondExcessReturnDistributions";s:11:"groupingkey";s:74:"A Conditional Variance Model of Corporate Bond Excess Return Distributions";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijfixinc/27/1/6.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:59:"The Risk Parity Principle Applied to a Corporate Bond Index";s:9:"header-id";s:50:"TheRiskParityPrincipleAppliedtoaCorporateBondIndex";s:11:"groupingkey";s:59:"The Risk Parity Principle Applied to a Corporate Bond Index";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/27/1/27.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:49:"Bond ETF Arbitrage Strategies and Daily Cash Flow";s:9:"header-id";s:42:"BondETFArbitrageStrategiesandDailyCashFlow";s:11:"groupingkey";s:49:"Bond ETF Arbitrage Strategies and Daily Cash Flow";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/27/1/49.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:152:"The Predictive Power of the Implied Volatility of Interest Rates: <em xmlns="http://www.w3.org/1999/xhtml">Evidence from USD, EUR, and JPY Swaption</em>";s:9:"header-id";s:87:"ThePredictivePoweroftheImpliedVolatilityofInterestRatesEvidencefromUSDEURandJPYSwaption";s:11:"groupingkey";s:106:"The Predictive Power of the Implied Volatility of Interest Rates: Evidence from USD, EUR, and JPY Swaption";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/27/1/67.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:21:"Bond Liquidity Scores";s:9:"header-id";s:19:"BondLiquidityScores";s:11:"groupingkey";s:21:"Bond Liquidity Scores";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/27/1/77.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:55:"Creating a Live Yield Curve in the Illiquid Muni Market";s:9:"header-id";s:46:"CreatingaLiveYieldCurveintheIlliquidMuniMarket";s:11:"groupingkey";s:55:"Creating a Live Yield Curve in the Illiquid Muni Market";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/27/1/84.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Summer 2017
Supplemental Issue: 
Highwire:Open Issue: 
no
Print ISSN: 
1059-8596
Electronic ISSN: 
2168-8648
Highwire Alternate Title: 
The Journal of Fixed Income: 27 (1)
Last load event: 
Tuesday, March 27, 2018 - 00:56