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Lower-grade municipal bond price risk and sensitivity of price volatility to level of yields

Lakshmivarahan, S.; Stock, Duane R. - In: Journal of risk management in financial institutions 1 (2007/08) 3, pp. 320-336

Persistent link: https://www.econbiz.de/10003741764

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

An analysis of implied tax rates on long-term taxable and tax-exempt bonds

Koch, Timothy W. - In: Journal of business research : JBR 38 (1997) 2, pp. 171-176

Persistent link: https://www.econbiz.de/10001214965

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