Modeling corporate bond returns
Year of publication: |
2023
|
---|---|
Authors: | Kelly, Bryan T. ; Palhares, Diogo ; Pruitt, Seth |
Published in: |
The journal of finance : the journal of the American Finance Association. - Berkeley, Calif. : AFA, ISSN 1540-6261, ZDB-ID 2010241-0. - Vol. 78.2023, 4, p. 1967-2008
|
Subject: | Unternehmensanleihe | Corporate bond | Kapitaleinkommen | Capital income | CAPM |
-
A joint factor model for bonds, stocks, and options
Bali, Turan G., (2023)
-
Jostova, Gergana, (2002)
-
Liquidity risk and expected corporate bond returns
Lin, Hai, (2011)
- More ...
-
Modeling Corporate Bond Returns
Kelly, Bryan T., (2021)
-
Kelly, Bryan T., (2019)
-
The three-pass regression filter : a new approach to forecasting using many predictors
Kelly, Bryan T., (2015)
- More ...