Determinants of short-term corporate yield spreads : evidence from the commercial paper market
Year of publication: |
2023
|
---|---|
Authors: | Huang, Jing-Zhi ; Liu, Bibo ; Shi, Zhan |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 27.2023, 2, p. 539-579
|
Subject: | Commercial paper | Corporate yield spreads | Corporate debt illiquidity | Jump risk | Credit spread puzzle | Structural credit risk models | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Commercial Paper | Kreditderivat | Credit derivative | Kapitalstruktur | Capital structure | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income |
-
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli, (2023)
-
Investor sentiment, flight-to-quality, and corporate bond comovement
Bethke, Sebastian, (2016)
-
Forecasting credit default swap premiums with Google search volume
Bethke, Sebastian, (2016)
- More ...
-
Determinants of Short-Term Corporate Yield Spreads : Evidence from the Commercial Paper Market
Huang, Jing-Zhi, (2020)
-
The global credit spread puzzle
Huang, Jing-Zhi, (2025)
-
Specification Analysis of Structural Credit Risk Models
Huang, Jing-Zhi, (2019)
- More ...