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Returns-based style analysis of high-yield bonds
Domian, Dale L.; Reichenstein, William R. - In: The journal of fixed income 17 (2007) 4, pp. 72-87
Persistent link: https://www.econbiz.de/10003729820
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Implied interest rate skew, term premiums, and the "conundrum"
Durham, J. Benson - In: The journal of fixed income 17 (2007) 4, pp. 88-99
Persistent link: https://www.econbiz.de/10003729823
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Credit spread modeling with regime-switching techniques
Davies, Andrew - In: The journal of fixed income 14 (2004) 3, pp. 36-48
Persistent link: https://www.econbiz.de/10002682341
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Why it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku; Saikkonen, Pentti - In: Economics letters 92 (2006) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10003336529
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A test of the representativeness bias effect on stock prices : a study of Super Bowl commercial likeability
Chang, Charles; Jiang, Jing; Kim, Kenneth A. - In: Economics letters 103 (2009) 1, pp. 49-51
Persistent link: https://www.econbiz.de/10003839008
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Measuring the degree of time varying market inefficiency
Ito, Mikio; Sugiyama, Shunsuke - In: Economics letters 103 (2009) 1, pp. 62-64
Persistent link: https://www.econbiz.de/10003839021
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Build America Bonds
Ang, Andrew; Bhansali, Vineer; Xing, Yuhang - In: The journal of fixed income 20 (2010/11) 1, pp. 67-73
Persistent link: https://www.econbiz.de/10003988065
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Forecasting bond returns using jumps in intraday prices
Duyvesteyn, Johan; Martens, Martin; Nic, Siawash Safavi - In: The journal of fixed income 20 (2010/11) 4, pp. 80-90
Persistent link: https://www.econbiz.de/10009007989
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Fallen angels : characteristics, performance, and implications for investors
Dor, Arik Ben; Xu, Zhe - In: The journal of fixed income 20 (2010/11) 4, pp. 33-58
Persistent link: https://www.econbiz.de/10009007991
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Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96
Persistent link: https://www.econbiz.de/10011431392