Suchergebnisse

What Do We Know About Corporate Bond Returns?

In: Annual Review of Financial Economics, Band 13, S. 363-399

Can structural credit risk models hedge interest rate risk in corporate bonds?

Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance

Does Ownership Concentration Affect Corporate Bond Volatility? Evidence from Bond Mutual Funds

In: Journal of Banking and Finance, Forthcoming

Creditor Coalitions in Bankruptcy

Breadth of Ownership and the Cross Section of Corporate Bond Returns

In: Management Science, Forthcoming

The Global Credit Spread Puzzle

In: PBCSF-NIFR Research Paper

Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market

In: PBCSF-NIFR Research Paper

The Information Content of Basel III Liquidity Risk Measures

In: Journal of Financial Stability, Band 2014, Heft 15

The valuation of American barrier options using the decomposition technique

In: Journal of economic dynamics & control, Band 24, Heft 11-12, S. 1783-1827

ISSN: 0165-1889

Rainy Day Liquidity

Asset Growth Anomaly of Corporate Bonds: A Decomposition Analysis

Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market

In: Asian Finance Association (AsFA) 2013 Conference

Riding the Waves: How Do Interest Rate Changes Affect Corporate Bond Mutual Fund Flows? *

Riding the Waves: How Do Interest Rate Changes Affect Corporate Bond Mutual Fund Flows?

In: 24-353