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Investment-based corporate bond pricing
Kuehn, Lars-Alexander; Schmid, Lukas - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2741-2776
Persistent link: https://www.econbiz.de/10010502191
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The determinants of credit spread changes
Collin-Dufresne, Pierre; Goldstein, Robert S.; Martin, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2177-2207
Persistent link: https://www.econbiz.de/10001631744
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The total cost of corporate borrowing in the loan market : don't ignore the fees
Berg, Tobias; Saunders, Anthony; Steffen, Sascha - In: The journal of finance : the journal of the American … 71 (2016) 3, pp. 1357-1392
Persistent link: https://www.econbiz.de/10011613564
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Why does return predictability concentrate in bad times?
Cujean, Julien; Hasler, Michael - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
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Corporate yield spreads and bond liquidity
Chen, Long; Lesmond, David A.; Wei, Jason - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 119-149
Persistent link: https://www.econbiz.de/10003425755
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The slope of the credit yield curve for speculative-grade issuers
Helwege, Jean; Turner, Christopher M. - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1869-1884
Persistent link: https://www.econbiz.de/10001430956
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Volatility, the macroeconomy, and asset prices
Bansal, Ravi; Kiku, Dana; Shaliastovich, Ivan; Yaron, Amir - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2471-2511
Persistent link: https://www.econbiz.de/10010498716
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Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben; Benzoni, Luca - In: The journal of finance : the journal of the American … 65 (2010) 2, pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
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Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 57 (2002) 4, pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 1943-1978
Persistent link: https://www.econbiz.de/10001523883