Systematic default and return predictability in the stock and bond markets
Jack Bao, Kewei Hou, Shaojun Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Bao, Jack ; Hou, Kewei ; Zhang, Shaojun |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 149.2023, 3, p. 349-377
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| Subject: | Systematic risk | Structural model | Joint default | Predictability | Stock returns | Bond returns | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Anleihe | Bond | Rentenmarkt | Bond market | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Börsenkurs | Share price | Theorie | Theory | Kreditrisiko | Credit risk | CAPM | Kapitalmarktrendite | Capital market returns | Unternehmensanleihe | Corporate bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2023.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014419606