Stock liquidity and corporate bond yield spreads : theory and evidence
Year of publication: |
2015
|
---|---|
Authors: | Huang, Henry H. ; Huang, Hung-Yi ; Oxman, Jeffrey J. |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 38.2015, 1, p. 59-91
|
Subject: | Börsenkurs | Share price | Marktliquidität | Market liquidity | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | USA | United States | 2001-2010 |
-
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui, (2018)
-
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui, (2014)
-
Quantifying Liquidity and Default Risks of Corporate Bonds Over the Business Cycle
Chen, Hui, (2018)
- More ...
-
Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei, (2014)
-
A test of efficiency for the S&P 500 index option market using the generalized spectrum method
Huang, Henry H., (2016)
-
Capital structure and the substitutability versus complementarity nature of leases and debt
Ambrose, Brent William, (2019)
- More ...