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Economic policy uncertainty and the cross-section of corporate bond returns

Tao, Xinyuan; Wang, Bo; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income : JFI 32 (2022) 1, pp. 6-44

Persistent link: https://www.econbiz.de/10014231345

Credit spreads, business conditions, and expected corporate bond returns

Lin, Hai; Tao, Xinyuan; Wang, Junbo; Wu, Chunchi - In: Journal of risk and financial management : JRFM 13 (2020) 2/20, pp. 1-34

Using an aggregate credit spread index, we find that it has substantial predictive power for corporate bond returns over short and long horizons. The return predictability is economically and statistically significant and robust to various controls. The credit spread index and its components...

Persistent link: https://www.econbiz.de/10012173990

The determinants of corporate bond yields

Liu, Sheen; Shi, Jian; Wang, Junbo; Wu, Chunchi - In: The quarterly review of economics and finance : journal … 49 (2009) 1, pp. 85-109

Persistent link: https://www.econbiz.de/10003810593

Reduced-form valuation of callable corporate bonds : theory and evidence

Jarrow, Robert A.; Li, Haitao; Liu, Sheen; Wu, Chunchi - In: Journal of financial economics 95 (2010) 2, pp. 227-248

Persistent link: https://www.econbiz.de/10003939586

Structural models of corporate bond pricing with personal taxes

Qi, Howard; Liu, Sheen; Wu, Chunchi - In: Journal of banking & finance 34 (2010) 7, pp. 1700-1718

Persistent link: https://www.econbiz.de/10008649408

Liquidity risk and expected corporate bond returns

Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 99 (2011) 3, pp. 628-650

Persistent link: https://www.econbiz.de/10009242273

The informativeness of corporate bond trades

Chen, Peter; Wang, Junbo; Wu, Chunchi - In: Review of Pacific Basin financial markets and policies 14 (2011) 3, pp. 367-428

Persistent link: https://www.econbiz.de/10009312112

Liquidity, credit quality, and the relation between volatility and trading activity : evidence from the corporate bond market

Wang, Junbo; Wu, Chunchi - In: Journal of banking & finance 50 (2015), pp. 183-203

Persistent link: https://www.econbiz.de/10010509587

Do macroeconomic variables matter for pricing default risk?

Xie, Yan Alice; Shi, Jian; Wu, Chunchi - In: International review of economics & finance : IREF 17 (2008) 2, pp. 279-291

Persistent link: https://www.econbiz.de/10003749760

Risk aversion and the yield of corporate debt

Wu, Chunchi - In: Journal of banking & finance 20 (1996) 2, pp. 267-281

Persistent link: https://www.econbiz.de/10001195183