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~subject:"Zinsstruktur"
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Structural models of corporate...
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Zinsstruktur
USA
49
United States
49
Theorie
46
Theory
46
Capital income
37
Kapitaleinkommen
37
Corporate bond
32
Unternehmensanleihe
31
Credit risk
24
Börsenkurs
23
Kreditrisiko
23
Share price
23
Volatility
22
Estimation
21
Schätzung
21
Volatilität
21
Forecasting model
18
Prognoseverfahren
18
Aktienmarkt
14
Insolvency
14
Insolvenz
14
Stock market
14
CAPM
13
Yield curve
13
Bid-ask spread
12
Geld-Brief-Spanne
12
Portfolio selection
10
Portfolio-Management
10
Risikoprämie
10
Risk premium
10
Anleihe
9
Bond
9
Handelsvolumen der Börse
9
Trading volume
9
Asymmetric information
8
Asymmetrische Information
8
Correlation
8
Dividend
8
Dividende
8
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Undetermined
7
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2
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Article
12
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1
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12
Aufsatz in Zeitschrift
12
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English
13
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Wu, Chunchi
13
Wang, Junbo
6
Liu, Sheen
5
Lin, Hai
3
Chen, Xi
2
Guo, Xu
2
Shi, Jian
2
Zhou, Guofu
2
Chung, Kee H.
1
Jiang, Ruixiang
1
Li, Haitao
1
Qi, Howard
1
Tao, Xinyuan
1
Wang, Bo
1
Wu, Di
1
Zhang, Yue
1
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Journal of financial markets
3
The journal of fixed income
2
Advances in Pacific Basin business, economics and finance
1
Annals of finance
1
China finance review international
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Review of asset pricing studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
13
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1
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13
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1
On the calibration of structural credit spread models
Qi, Howard
;
Liu, Sheen
;
Wu, Chunchi
- In:
Annals of finance
5
(
2009
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10003813195
Saved in:
2
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
Saved in:
3
Taxes, default risk, and credit spreads
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 71-85
Persistent link: https://www.econbiz.de/10002421474
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4
Effects of credit quality on tax-exempt and taxable yields
Liu, Sheen
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
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5
Repo counterparty risk and on-/off-the-run treasury spreads
Liu, Sheen
;
Wu, Chunchi
- In:
Review of asset pricing studies
7
(
2017
)
1
,
pp. 81-143
Persistent link: https://www.econbiz.de/10011734554
Saved in:
6
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
7
Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities
Li, Haitao
;
Wu, Chunchi
;
Shi, Jian
- In:
China finance review international
7
(
2017
)
2
,
pp. 134-162
Persistent link: https://www.econbiz.de/10011797776
Saved in:
8
Jump and volatility risk in the cross-section of corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial markets
60
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013397876
Saved in:
9
Predictive information in corporate bond yields
Guo, Xu
;
Lin, Hai
;
Wu, Chunchi
;
Zhou, Guofu
- In:
Journal of financial markets
59
(
2022
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013346711
Saved in:
10
Impacts of macroeconomic news announcements on corporate bond market
Jiang, Ruixiang
;
Wang, Bo
;
Wu, Chunchi
;
Zhang, Yue
- In:
Advances in Pacific Basin business, economics and finance
11
(
2023
),
pp. 89-125
Persistent link: https://www.econbiz.de/10014338182
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