Downside variance premium, firm fundamentals, and expected corporate bond returns
Tao Huang, Liang Jiang, Junye Li
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Tao ; Jiang, Liang ; Li, Junye |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 154.2023, p. 1-14
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| Subject: | Cash flow uncertainty | Corporate bond return predictability | Credit rating downgrade | Downside variance premium | Equity options | Probability of default | Unternehmensanleihe | Corporate bond | Kapitaleinkommen | Capital income | Kreditwürdigkeit | Credit rating | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | CAPM | Cash Flow | Cash flow | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.106946 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014488900