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1
Corporate bond returns and volatility
Cai, Nianyun
;
Jiang, Xiaoquan
- In:
The financial review : the official publication of the …
43
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003755341
Saved in:
2
US corporate bond returns : a study of market anomalies based on broad industry groups
Nippani, Srinivas
;
Arize, Augustine Chuck
- In:
Review of financial economics : RFE
17
(
2008
)
3
,
pp. 157-171
Persistent link: https://www.econbiz.de/10003759717
Saved in:
3
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
Saved in:
4
Is liquidity priced in the corporate bond market? : A new approach
Fiori, Filippo S.
-
2002
Persistent link: https://www.econbiz.de/10003779956
Saved in:
5
Credit spread modeling with regime-switching techniques
Davies, Andrew
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 36-48
Persistent link: https://www.econbiz.de/10002682341
Saved in:
6
Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default swap market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neiss, Eric
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
Saved in:
7
Euro corporate bonds risk factors
Castagnetti, Carolina
(
contributor
); …
-
2006
using a panel of monthly redemption yields on a set of corporate bonds for a
time
span of three years. Our results suggest …
Persistent link: https://www.econbiz.de/10003322005
Saved in:
8
The Fed and the question of financial stability : an empirical investigation
Grunspan, Thierry
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003304761
Saved in:
9
Macro factors in the term structure of credit spreads
Amato, Jeffrey D.
;
Luisi, Maurizio
-
2006
variation in EDFs across
time
. Furthermore, measures of the price of default event risk implied by estimates of physical and …
Persistent link: https://www.econbiz.de/10003305306
Saved in:
10
Measuring abnormal bond performance
Bessembinder, Hendrik
;
Kahle, Kathleen M.
;
Maxwell, …
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 4219-4258
Persistent link: https://www.econbiz.de/10003887027
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