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Effects of liquidity on the non-default component of corporate yield spreads : evidence from intraday transactions data
Han, Song; Zhou, Hao - In: The quarterly journal of finance 6 (2016) 3, pp. 1-49
Persistent link: https://www.econbiz.de/10011531498
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Can affine models match the moments in bond yields?
Feldhütter, Peter - In: The quarterly journal of finance 6 (2016) 2, pp. 1-56
Persistent link: https://www.econbiz.de/10011488706
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Realized volatility, liquidity, and corporate yield spreads
Rossi, Marco - In: The quarterly journal of finance 4 (2014) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10010423791
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International capital flows and bond risk premia
Sierra, Jesus - In: The quarterly journal of finance 4 (2014) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10010423798
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ICAPM and the accruals anomaly
Guo, Hui; Maio, Paulo - In: The quarterly journal of finance 10 (2020) 3, pp. 1-48
Persistent link: https://www.econbiz.de/10012627377
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Forecasting bond risk premia with unspanned macroeconomic information
Liu, Rui - In: The quarterly journal of finance 9 (2019) 1, pp. 1-62
Persistent link: https://www.econbiz.de/10012029073
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Short-run bond risk premia
Mueller, Philippe; Vedolin, Andrea; Zhou, Hao - In: The quarterly journal of finance 9 (2019) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10012166887
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Cyclical and persistent carry trade returns and forward premia
Zoubi, Haitham al- - In: The quarterly journal of finance 7 (2017) 4, pp. 1-33
Persistent link: https://www.econbiz.de/10011774154