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Stock market performance and the term structure of credit spreads
Demchuk, Andriy; Gibson, Rajna - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 4, pp. 863-887
Persistent link: https://www.econbiz.de/10003402931
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Of smiles and smirks : a term structure perspective
Das, Sanjiv R.; Sundaram, Rangarajan K. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 211-239
Persistent link: https://www.econbiz.de/10001436315
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Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
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The term structure of lease rates with endogenous default triggers and tenant capital structure : theory and evidence
Agarwal, Sumit; Ambrose, Brent William; Huang, Hongming; … - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 553-584
Persistent link: https://www.econbiz.de/10009153182
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Leverage expectations and bond credit spreads
Flannery, Mark J.; Nikolova, Stanislava Stas; Öztekin, … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 4, pp. 689-714
Persistent link: https://www.econbiz.de/10009672483
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A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.; Unal, Haluk - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10001492484
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Are observed capital structures determined by equity market timing?
Hovakimian, Armen - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 1, pp. 221-244
Persistent link: https://www.econbiz.de/10003303814
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Equity mispricing and leverage adjustment costs
Warr, Richard S.; Elliott, William B.; Koëter-Kant, Johanna - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 3, pp. 589-616
Persistent link: https://www.econbiz.de/10009672513
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
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The term structure of bond market liquidity and its implications for expected bond returns
Goyenko, Ruslan; Subrahmanyam, Avanidhar; Ukhov, Andrey - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 111-139
Persistent link: https://www.econbiz.de/10008991268