Issue Title: 
Highwire: apath: 
/iijfixinc/28/4.atom
Highwire: atom_id: 
tag:iijfixinc@highwire.org,2019-02-28:28/4
Highwire: cpath: 
/content/28/4
Highwire: cpathalias: 
/content/vol28/issue4
/content/iijfixinc/vol28/issue4
/content/iijfixinc/28/4
Highwire: jcode: 
iijfixinc
Highwire: pisa_id: 
iijfixinc;28/4
Highwire: pisa_master: 
iijfixinc;28/4
Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Apr 01, 2019
First Page: 
1
Issue Number: 
4
Last Page: 
103
Print Publication Date: 
Mar 31, 2019
Slug: 
4
Volume Number: 
28
Print Publication Date - String: 
2019-03-31
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/28/4/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:142:"What Drives Systemic State Credit Risk? <em xmlns="http://www.w3.org/1999/xhtml">Evidence from the State Credit Default Swap (CDS) Market</em>";s:9:"header-id";s:79:"WhatDrivesSystemicStateCreditRiskEvidencefromtheStateCreditDefaultSwapCDSMarket";s:11:"groupingkey";s:96:"What Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) Market";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:22:"/iijfixinc/28/4/5.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:59:"Credit Rating and Liquidity in the US Corporate Bond Market";s:9:"header-id";s:50:"CreditRatingandLiquidityintheUSCorporateBondMarket";s:11:"groupingkey";s:59:"Credit Rating and Liquidity in the US Corporate Bond Market";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/28/4/46.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:100:"The Pre-FOMC Announcement Drift: <em xmlns="http://www.w3.org/1999/xhtml">An Empirical Analysis</em>";s:9:"header-id";s:47:"ThePre-FOMCAnnouncementDriftAnEmpiricalAnalysis";s:11:"groupingkey";s:54:"The Pre-FOMC Announcement Drift: An Empirical Analysis";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/28/4/60.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:150:"The Relative Effectiveness of the Fed Funds Futures and the Federal Open Market Committee (FOMC) Dot Plots in Predicting the Future Federal Funds Rate";s:9:"header-id";s:125:"TheRelativeEffectivenessoftheFedFundsFuturesandtheFederalOpenMarketCommitteeFOMCDotPlotsinPredictingtheFutureFederalFundsRate";s:11:"groupingkey";s:150:"The Relative Effectiveness of the Fed Funds Futures and the Federal Open Market Committee (FOMC) Dot Plots in Predicting the Future Federal Funds Rate";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/28/4/73.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:117:"Market Prices versus Fair Value Pricing for Fixed Income: <em xmlns="http://www.w3.org/1999/xhtml">Why the Diff?</em>";s:9:"header-id";s:58:"MarketPricesversusFairValuePricingforFixedIncomeWhytheDiff";s:11:"groupingkey";s:71:"Market Prices versus Fair Value Pricing for Fixed Income: Why the Diff?";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/28/4/84.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:79:"Are the Risk-Free Interest Rates Correlated with Sovereign Default Intensities?";s:9:"header-id";s:69:"AretheRisk-FreeInterestRatesCorrelatedwithSovereignDefaultIntensities";s:11:"groupingkey";s:79:"Are the Risk-Free Interest Rates Correlated with Sovereign Default Intensities?";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:23:"/iijfixinc/28/4/91.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Spring 2019
Supplemental Issue: 
Highwire:Open Issue: 
no
Print ISSN: 
1059-8596
Electronic ISSN: 
2168-8648
Highwire Alternate Title: 
The Journal of Fixed Income: 28 (4)
Last load event: 
Friday, May 3, 2019 - 05:56
Electronic Publication Date - String: 
2019-04-01T04:00:19-07:00
First Publication Date - String: 
2019-03-31