Predictions of corporate bond excess returns
Year of publication: |
2014
|
---|---|
Authors: | Lin, Hai ; Wang, Junbo ; Wu, Chunchi |
Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 21.2014, C, p. 123-152
|
Publisher: |
Elsevier |
Subject: | Return predictability | Default premium | Term premium | Duration | Credit spreads | Liquidity |
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