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Are the Fama-French factors really compensation for distress risk?

Groot, Wilma de; Huij, Joop - In: Journal of international money and finance 86 (2018), pp. 50-69

Persistent link: https://www.econbiz.de/10012000470

Asset volatility

Correia, Maria; Kang, Johnny; Richardson, Scott - In: Review of accounting studies 23 (2018) 1, pp. 37-94

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Liquidity risk and yield spreads of green bonds

Wulandari, Febi; Schäfer, Dorothea; Stephan, Andreas; … - 2018

This study analyses how liquidity risk affects bonds' yield spreads after controlling for credit risk, bond …-speciﬁc characteristics and macroeconomic variables. Using two liquidity estimates, LOT liquidity and the bid-ask spread, we ﬁnd that, in … particular, the LOT liquidity measure has explanatory power for the yield spread of green bonds. Overall, however, the impact of …

Persistent link: https://www.econbiz.de/10011810163

The composition of CMBS risk

Christopoulos, Andreas D. - In: Journal of banking & finance 76 (2017), pp. 215-239

Persistent link: https://www.econbiz.de/10011814330

Financial development, default rates and credit spreads

Peri, Alessandro; Rachedi, Omar - In: The economic journal : the journal of the Royal … 130 (2020) 626, pp. 534-553

Persistent link: https://www.econbiz.de/10012195827

Credit spread and liquidation value-based debt financing constraint

Shibata, Takashi; Nishihara, Michi - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-27

Persistent link: https://www.econbiz.de/10012153003

Liquidity basis between credit default swaps and corporate bonds markets

Kim, Kwanho - In: International review of economics & finance : IREF 48 (2017), pp. 98-115

Persistent link: https://www.econbiz.de/10011747092

Risk-shifting, equity risk, and the distress puzzle

Li, Keming; Lockwood, Jimmy; Miao, Hong - In: The journal of corporate finance : contracting, … 44 (2017), pp. 275-288

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How much can illiquidity affect corporate debt yield spread?

Abudy, Menachem; Raviv, Alon - In: Journal of financial stability 25 (2016), pp. 58-69

Persistent link: https://www.econbiz.de/10011704784

Structural recovery of face value at default

Guha, Rajiv; Sbuelz, Alessandro; Tarelli, Andrea - In: European journal of operational research : EJOR 283 (2020) 3, pp. 1148-1171

Persistent link: https://www.econbiz.de/10012171774