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The effect of interest rate volatility and equity volatility on corporate bond yield spreads : a comparison of noncallables and callables

Kim, Dong H.; Stock, Duane R. - In: The journal of corporate finance : contracting, … 26 (2014), pp. 20-35

Persistent link: https://www.econbiz.de/10010382670

The impact of junior debt issuance on senior unsecured debt`s risk premiums

Linn, Scott C.; Stock, Duane R. - In: Journal of banking & finance 29 (2005) 6, pp. 1585-1609

Persistent link: https://www.econbiz.de/10002718307

Estimating the term structure of corporate bond liquidity premiums : an analysis of default free bank bonds

Leal, Diego; Stanhouse, Bryan E.; Stock, Duane R. - In: Journal of international financial markets, … 67 (2020), pp. 1-30

Persistent link: https://www.econbiz.de/10012495865

The Effect of Interest Rate Volatility and Equity Volatility on Corporate Bond Yield Spreads : A Comparison of Noncallables and Callables

Stock, Duane - 2014

This research investigates the impact of interest rate volatility upon corporate bond yield spreads. We first consider the impact of interest rate volatility upon noncallable bond spreads. Because greater interest rate volatility likely increases the volatility of the firm's debt, we hypothesize...

Persistent link: https://www.econbiz.de/10013058364