Similar Search Results

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

Less risk for strong returns in bond portfolios

Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 17 (2007) 2, pp. 46-62

Persistent link: https://www.econbiz.de/10003628216

Impact of call features on corporate bond yields

Ederington, Louis H.; Stock, Duane R. - In: The journal of fixed income 12 (2002) 2, pp. 58-68

Persistent link: https://www.econbiz.de/10001745244

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

Tax-adjusted duration for amortizing debt instruments

Stock, Duane R. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 3, pp. 313-327

Persistent link: https://www.econbiz.de/10001056069

Yield volatility of discount coupon bonds

Gilmer, R. H. - In: The journal of financial research 11 (1988) 3, pp. 189-200

Persistent link: https://www.econbiz.de/10001090735

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