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The bond coupon's impact on liquidity
Rush, Stephen - In: The journal of fixed income 27 (2018) 4, pp. 34-39
Persistent link: https://www.econbiz.de/10011900628
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Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay; Dor, Arik Ben; Dynkin, Lev; Horowitz, David; … - In: The journal of fixed income 24 (2015) 3, pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
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Impact of multiple CDO ratings on credit spreads
Morkoetter, Stefan; Westerfeld, Simone - In: The journal of fixed income 19 (2009/10) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10003875980
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Inferring default probabilities from credit spreads
Benzschawel, Terry; Assing, Andrew - In: The journal of fixed income 21 (2012) 4, pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
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The supply and demand factor in the bond market : implications for bond risk and return
Fan, Longzhen; Li, Canlin; Zhou, Guofu - In: The journal of fixed income 23 (2013) 2, pp. 62-81
Persistent link: https://www.econbiz.de/10010196990
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Risk premia in covered bond markets
Prokopczuk, Marcel; Vonhoff, Volker - In: The journal of fixed income 22 (2012) 2, pp. 19-29
Persistent link: https://www.econbiz.de/10009670722
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The new market for treasury floating rate notes
Bhanot, Karan; Guo, Liang - In: The journal of fixed income 27 (2017) 2, pp. 52-64
Persistent link: https://www.econbiz.de/10011803808
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Determinants of recovery rates on defaulted bonds and loans for North American corporate issuers : 1983 - 2003
Varma, Praveen; Cantor, Richard - In: The journal of fixed income 14 (2005) 4, pp. 29-44
Persistent link: https://www.econbiz.de/10002836116
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Bond liquidity scores
Slimane, Mohamed Ben; Jong, Marielle de - In: The journal of fixed income 27 (2017) 1, pp. 77-82
Persistent link: https://www.econbiz.de/10011697808
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A structural model for optimal selection of maturity and timing of callable bond issuance
Qian, Shengguang; Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 26 (2017) 3, pp. 33-48
Persistent link: https://www.econbiz.de/10011684730