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Binary interest rate sensitivities of emerging market corporate bonds
Gubareva, Mariya; Borges, Maria Rosa - In: The European journal of finance 24 (2018) 17, pp. 1569-1586
Persistent link: https://www.econbiz.de/10012259084
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Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations
Miura, Masakazu; Tamaki, Kenichiro; Shiohama, Takayuki - In: Asia-Pacific financial markets 20 (2013) 4, pp. 311-344
Persistent link: https://www.econbiz.de/10010345916
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Regime switching and bond pricing
Gouriéroux, Christian; Monfort, Alain; Pegoraro, Fulvio; … - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
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Understanding the term structure of credit default swap spreads
Han, Bing; Zhou, Yi - In: Journal of empirical finance 31 (2015), pp. 18-35
Persistent link: https://www.econbiz.de/10011489327
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Sovereign credit default swap premia
Augustin, Patrick - In: Journal of investment management : JOIM 12 (2014) 2, pp. 65-102
Persistent link: https://www.econbiz.de/10010388906
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The default and liquidity premia of corporate bonds : evidence from the trade reporting and compliance engine
Ahn, Yongkil - In: Applied economics letters 28 (2021) 15, pp. 1271-1276
Persistent link: https://www.econbiz.de/10012609650
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Benchmark interest rates when the government is risky
Augustin, P.; Chernov, Mikhail; Schmid, L.; Song, Dongho - In: Journal of financial economics 140 (2021) 1, pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
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Systematic risk, debt maturity, and the term structure of credit spreads
Chen, Hui; Xu, Yu; Yang, Jun - In: Journal of financial economics 139 (2021) 3, pp. 770-799
Persistent link: https://www.econbiz.de/10012693781
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The signalling properties of the shape of the credit default swap term structure
Castellanos, Jenny; Constantinou, Nick; Wing Lon Ng - In: Journal of risk 17 (2014/2015) 4, pp. 71-99
Persistent link: https://www.econbiz.de/10013262935
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Corporate bond yields and returns : a survey
Heck, Stephanie - In: Financial markets and portfolio management 36 (2022) 2, pp. 179-201
Persistent link: https://www.econbiz.de/10013263537