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Taxes, default risk, and credit spreads
Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 14 (2004) 2, pp. 71-85
Persistent link: https://www.econbiz.de/10002421474
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Effects of credit quality on tax-exempt and taxable yields
Liu, Sheen; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 13 (2003) 2, pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
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Dissecting corporate bond and CDS spreads
Lin, Hai; Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 3, pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
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What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
Liu, Sheen; Wu, Chunchi; Yeh, Chung-Ying; Yoo, Woongsun - In: The journal of fixed income 28 (2019) 4, pp. 5-45
Persistent link: https://www.econbiz.de/10012251375
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Counterparty credit risk in the municipal bond market
Chung, San-Lin; Kao, Chen-Wei; Wu, Chunchi; Yeh, Chung-Ying - In: The journal of fixed income 25 (2015) 1, pp. 7-33
Persistent link: https://www.econbiz.de/10011399821
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Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 4, pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
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Liquidity risk and momentum spillover from stocks to bonds
Lin, Hai; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 23 (2013) 1, pp. 5-42
Persistent link: https://www.econbiz.de/10009783221
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TAXES, DEFAULT RISK, AND CREDIT SPREADS - Most term structure models of defaultable bonds have ignored personal tax effects. This research examines the effects of omitting taxes on...
Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 14 (2004) 2, pp. 71-85
Persistent link: https://www.econbiz.de/10007151986
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EFFECTS OF CREDIT QUALITY ON TAX-EXEMPT AND TAXABLE YIELDS - An examination of the effects of credit quality on the relative yields of Treasuries and municipals reveals that the mu...
Liu, Sheen; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 13 (2003) 2, pp. 80
Persistent link: https://www.econbiz.de/10007157715
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DISSECTING CORPORATE BOND AND CDS SPREADS
Lin, Hai; Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 20 (2011) 3, pp. 7-40
Persistent link: https://www.econbiz.de/10008813964