TY  - JOUR
TI  - Can structural credit risk models hedge interest rate risk in corporate bonds?
AU  - Huang, Jing-Zhi
AU  - Shi, Zhan
PY  - 2020
KW  - structural credit risk models
KW  - interest rate sensitivity puzzle
KW  - hedge ratios for corporate bond returns
KW  - dynamic term structure models
KW  - bond market liquidity
UR  - https://ssrn.com/abstract=2730829
DO  - 10.2139/ssrn.2730829
UR  - https://www.pollux-fid.de/r/ssrn-2730829
H1  - Pollux (Fachinformationsdienst Politikwissenschaft)
ER  -