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Liquidity, default, taxes and yields on municipal bonds
Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005
Persistent link: https://www.econbiz.de/10003081454
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Liquidity, default, taxes and yields on municipal bonds
Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005
Persistent link: https://www.econbiz.de/10003137236
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Liquidity, default, taxes, and yields on municipal bonds
Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - In: Journal of banking & finance 32 (2008) 6, pp. 1133-1150
Persistent link: https://www.econbiz.de/10008883920
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Liquidity, default, taxes, and yields on municipal bonds
Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - In: Journal of Banking & Finance 32 (2008) 6, pp. 1133-1149
We examine the effects of liquidity, default and personal taxes on the relative yields of Treasuries and municipals using a generalized model with liquidity risk. The municipal yield model includes liquidity as a state factor. Using a unique transaction dataset, we estimate the liquidity risk of...
Persistent link: https://www.econbiz.de/10005194484
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Liquidity, default, taxes, and yields on municipal bond
Wang, Jumbo; Wu, Chunchi; Zhang, Frank X. - In: Journal of banking & finance 32 (2008) 6, pp. 1133-1149
Persistent link: https://www.econbiz.de/10003733841
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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
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Are liquidity and information risks priced in the treasury bond market?
Li, Haitao; Wang, Junbo; Wu, Chunchi; He, Yan - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
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Price discovery in the round-the-clock US Treasury market
He, Yan; Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of financial intermediation 18 (2009) 3, pp. 464-490
Persistent link: https://www.econbiz.de/10003878957
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How much of the corporate bond spread is due to personal taxes?
Liu, Sheen; Shi, Jian; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 85 (2007) 3, pp. 599-636
Persistent link: https://www.econbiz.de/10003546278
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Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 4, pp. 59-79
Persistent link: https://www.econbiz.de/10009007990