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Journal of empirical finance
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ECONIS (ZBW)
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1
CDS-
bond
basis and
bond
return predictability
Kim, Gi H.
;
Li, Haitao
;
Zhang, Weina
- In:
Journal of empirical finance
38
(
2016
),
pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
Saved in:
2
Prospect theory and corporate
bond
returns : an empirical study
Zhong, Xiaoling
;
Wang, Junbo
- In:
Journal of empirical finance
47
(
2018
),
pp. 25-48
Persistent link: https://www.econbiz.de/10012103496
Saved in:
3
Burned by leverage? : flows and fragility in
bond
mutual funds
Molestina Vivar, Luis
;
Wedow, Michael
;
Weistroffer, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 354-380
Persistent link: https://www.econbiz.de/10014476867
Saved in:
4
Understanding liquidity and credit risks in the financial crisis
Gefang, Deborah
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 903-914
Persistent link: https://www.econbiz.de/10009492525
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5
Ownership structure and the cost of debt : evidence from the Chinese corporate
bond
market
Chatterjee, Sris
;
Gu, Xian
;
Hasan, Iftekhar
;
Lu, Haitian
- In:
Journal of empirical finance
73
(
2023
),
pp. 334-348
Persistent link: https://www.econbiz.de/10014477033
Saved in:
6
The time-varying
bond
risk premia in China
Zhang, Han
;
Guo, Bin
;
Liu, Lanbiao
- In:
Journal of empirical finance
65
(
2022
),
pp. 51-76
Persistent link: https://www.econbiz.de/10013286400
Saved in:
7
The economic value of predicting
bond
risk premia
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of empirical finance
37
(
2016
),
pp. 247-267
Persistent link: https://www.econbiz.de/10011663051
Saved in:
8
Disaggregation and the equity premium puzzle
Wilson, Matthew S.
- In:
Journal of empirical finance
58
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012430446
Saved in:
9
Instantaneous volatility of the yield curve, variance risk premium and
bond
return predictability
Yin, Ximing
;
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
10
Bid-ask spread estimator from high and low daily prices : practical implementation for corporate bonds
Nieto Domenech, Belen
- In:
Journal of empirical finance
48
(
2018
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012109251
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