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A new approach to measuring market expectations and term premia
Ye, Xiaoxia
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 22-46
Persistent link: https://www.econbiz.de/10011293464
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Modeling expected return on defaultable bonds
Yu, Fan
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 69-81
Persistent link: https://www.econbiz.de/10001745245
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MODELING EXPECTED RETURN ON DEFAULTABLE BONDS - The literature on credit risk focuses on fitting bond prices and explaining yield spreads, while largely skirting the issue of expec...
Yu, Fan
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 69-81
Persistent link: https://www.econbiz.de/10007164216
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