Jump and volatility risk in the cross-section of corporate bond returns
Xi Chen, Junbo Wang, Chunchi Wu
| Year of publication: |
2022
|
|---|---|
| Authors: | Chen, Xi ; Wang, Junbo ; Wu, Chunchi |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 60.2022, p. 1-29
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| Subject: | Jump risk | Volatility risk | Corporate bond pricing | Option strategies | Ratings | Volatilität | Volatility | Unternehmensanleihe | Corporate bond | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Risiko | Risk | Zinsstruktur | Yield curve | Optionsgeschäft | Option trading | CAPM | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2022.100733 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013397876