Yields versus expected returns of corporate bonds : some unexpected results
Year of publication: |
2018
|
---|---|
Authors: | Beliaeva, Natalia A. ; Koh, Rachel Kyungyeon ; Nawalkha, Sanjay K. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 27.2018, 3, p. 37-53
|
Subject: | Unternehmensanleihe | Corporate bond | Kapitaleinkommen | Capital income | Theorie | Theory | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation |
-
The q-factors and expected bond returns
Franke, Benedikt, (2017)
-
Yields versus Expected Returns of Corporate Bonds : Some Unexpected Results
Beliaeva, Natalia A., (2019)
-
Sovereign bond spreads and credit sensitivity
Schefer, Ricardo, (2020)
- More ...
-
Yields versus Expected Returns of Corporate Bonds : Some Unexpected Results
Beliaeva, Natalia A., (2019)
-
Dynamic term structure modeling : the fixed income valuation course
Beliaeva, Natalia A., (2007)
-
Interest rate risk modeling : the fixed income valuation course
Nawalkha, Sanjay K., (2005)
- More ...