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Default prediction with dynamic sectoral and macroeconomic frailties
Chen, Peimin; Wu, Chunchi - In: Journal of banking & finance 40 (2014), pp. 211-226
Persistent link: https://www.econbiz.de/10010402234
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Short interest, stock returns and credit ratings
Guo, Xu; Wu, Chunchi - In: Journal of banking & finance 108 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012224662
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Forecasting corporate bond returns with a large set of predictors : an iterated combination approach
Lin, Hai; Wu, Chunchi; Zhou, Guofu - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4218-4238
Persistent link: https://www.econbiz.de/10011921514
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Are corporate bond market returns predictable?
Hong, Yongmiao; Lin, Hai; Wu, Chunchi - In: Journal of banking & finance 36 (2012) 8, pp. 2216-2232
Persistent link: https://www.econbiz.de/10009655644
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Liquidity risk and expected corporate bond returns
Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 99 (2011) 3, pp. 628-650
Persistent link: https://www.econbiz.de/10009242273
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Liquidity, default, taxes, and yields on municipal bond
Wang, Jumbo; Wu, Chunchi; Zhang, Frank X. - In: Journal of banking & finance 32 (2008) 6, pp. 1133-1149
Persistent link: https://www.econbiz.de/10003733841
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Volatility and the cross-section of corporate bond returns
Chung, Kee H.; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 133 (2019) 2, pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
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Risk aversion and the yield of corporate debt
Wu, Chunchi - In: Journal of banking & finance 20 (1996) 2, pp. 267-281
Persistent link: https://www.econbiz.de/10001195183
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Reduced-form valuation of callable corporate bonds : theory and evidence
Jarrow, Robert A.; Li, Haitao; Liu, Sheen; Wu, Chunchi - In: Journal of financial economics 95 (2010) 2, pp. 227-248
Persistent link: https://www.econbiz.de/10003939586
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Structural models of corporate bond pricing with personal taxes
Qi, Howard; Liu, Sheen; Wu, Chunchi - In: Journal of banking & finance 34 (2010) 7, pp. 1700-1718
Persistent link: https://www.econbiz.de/10008649408