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Term structure effects on default risk premia and the relationship of default-risky tax-exempt yields to risk-free taxable yields : a note

Stock, Duane R. - In: Journal of banking & finance 18 (1994) 6, pp. 1185-1203

Persistent link: https://www.econbiz.de/10001173213

The impact of loan prepayment risk and deposit withdrawal risk on the optimal intermediation margin

Stanhouse, Bryan E.; Stock, Duane R. - In: Journal of banking & finance 28 (2004) 8, pp. 1825-1843

Persistent link: https://www.econbiz.de/10002118318

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

Debt schedules of tax-exempt bonds using NIC

Stanhouse, Bryan E.; Stock, Duane R. - In: Financial markets, institutions & instruments 10 (2001) 5, pp. 234-252

Persistent link: https://www.econbiz.de/10001634618

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