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Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.; Lamba, Asjeet S.; Nishikawa, Takeshi; … - In: Finance research letters 28 (2019), pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
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Do bank bondholders price banks' ability to manage risk/return?
Casteuble, Cécile; Nys, Emmanuelle; Rous, Philippe - In: Applied economics 50 (2018) 44, pp. 4788-4802
Persistent link: https://www.econbiz.de/10012061635
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Systematic risk and yield premiums in the bond market
Fu, Liang; Murphy, Austin; Benzschawei, Terry - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 1-40
Persistent link: https://www.econbiz.de/10011298058
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An empirical analysis of segmented pricing of bond systematic risk
Benzschawel, Terry; Fu, Liang; Murphy, Austin - In: Credit and capital markets : Kredit und Kapital 47 (2014) 3, pp. 439-464
Persistent link: https://www.econbiz.de/10010433255
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Downside risk and defaultable bond returns
Liang, Xinting; Yang, Baochen; Su, Yunpeng; An, Yunbi - In: Journal of management science and engineering 6 (2021) 1, pp. 99-110
This paper analyzes the influence of downside risk on defaultable bond returns. By introducing a defaultable bond … bond excess returns using a portfolio-level analysis and Fama-MacBeth regressions. We find that downside risk is a strong … and robust predictor for future bond returns. In addition, due to the higher proportion of abnormal transactions in the …
Persistent link: https://www.econbiz.de/10013206142
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Debt covenants and credit spread valuation : the special case of Chinese global bonds
Chang, Sean Tat; Ross, Donald G. - In: Global finance journal 30 (2016), pp. 27-44
Persistent link: https://www.econbiz.de/10011714617
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Dissecting the bond profitability premium
Campbell, T. Colin; Chichernea, Doina C.; Petkevich, Alex - In: Journal of financial markets 27 (2016), pp. 102-131
Persistent link: https://www.econbiz.de/10011722223
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Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael; Schuster, Philipp - In: Journal of financial economics 146 (2022) 2, pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
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Pricing risky corporate bonds : an empirical study
Baaquie, Belal E.; Karim, Muhammad Mahmudul - In: The journal of futures markets 43 (2023) 1, pp. 90-121
Persistent link: https://www.econbiz.de/10013465896
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Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay; Dor, Arik Ben; Dynkin, Lev; Horowitz, David; … - In: The journal of fixed income 24 (2015) 3, pp. 52-63
Persistent link: https://www.econbiz.de/10011292814