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A one-factor model of corporate bond premia
Elkamhi, Redouane; Jo, Chanik; Nozawa, Yoshio - In: Management science : journal of the Institute for … 70 (2024) 3, pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
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Incomplete information, debt issuance, and the term structure of credit spreads
Benzoni, Luca; Garlappi, Lorenzo; Goldstein, Robert S. - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 4331-4352
Persistent link: https://www.econbiz.de/10014338358
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Reaching for yield and the cross section of bond returns
Choi, Jaewon - In: Management science : journal of the Institute for … 70 (2024) 8, pp. 5226-5245
Persistent link: https://www.econbiz.de/10015047067
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Debt covenants and cross-sectional equity returns
Helwege, Jean; Huang, Jing-Zhi; Wang, Yuan - In: Management science : journal of the Institute for … 63 (2017) 6, pp. 1835-1854
Persistent link: https://www.econbiz.de/10011707264
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Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
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The time variation in risk appetite and uncertainty
Bekaert, Geert; Engstrom, Eric; Xu, Nancy R. - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
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Vanishing contagion spreads
Duarte, Diogo; Prieto, Rodolfo; Rindisbacher, Marcel; … - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 740-772
Persistent link: https://www.econbiz.de/10012821251
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Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain; Pegoraro, Fulvio; Renne, Jean-Paul; … - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
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Speculation, sentiment, and interest rates
Buraschi, Andrea; Whelan, Paul - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
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Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea; Markovich, Michael; Plazzi, Alberto; … - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790