Downside variance premium, firm fundamentals, and expected corporate bond returns
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
|
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 | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Risikoprämie | Risk premium | Börsenkurs | Share price | CAPM | Cash Flow | Cash flow |
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