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Implied interest rate skew, term premiums, and the ʺconundrumʺ
Durham, J. Benson - 2007
Persistent link: https://www.econbiz.de/10003828299
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An empirical analysis of bond recovery rates : exploring a stuctural view of default
Covitz, Daniel M.; Han, Song - 2005
Persistent link: https://www.econbiz.de/10002634054
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Does trading frequency affect subordinated debt spreads?
Bianchi, Christopher; Hancock, Diana; Kawano, Laura - 2005
Persistent link: https://www.econbiz.de/10002582076
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Do banks strategically time public bond issuance because of the accompanying disclosure, due diligence, and investor scrutiny?
Covitz, Daniel M.; Harrison, Paul - 2003
Persistent link: https://www.econbiz.de/10001801598
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The timing of debt issuance and rating migration : theory and evidence
Covitz, Daniel M.; Harrison, Paul - 2000
Persistent link: https://www.econbiz.de/10001469081
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Using subordinated debt to monitor bank holding companies : is it feasible?
Hancock, Diana; Kwast, Myron L. - 2001
Persistent link: https://www.econbiz.de/10001581998
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Earnings forecasts and the predictability of stock returns : evidence from trading the S & P
Lander, Joel - 1997
Persistent link: https://www.econbiz.de/10000956693
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What explains the stock market's reaction to federal reserve policy?
Bernanke, Ben; Kuttner, Kenneth N. - 2004
Persistent link: https://www.econbiz.de/10001998382
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Interest rate risk and bank equity valuations
English, William B.; Heuvel, Skander van den; … - 2012
Persistent link: https://www.econbiz.de/10009570161
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406434