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isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~isPartOf:"The journal of fixed income"
~isPartOf:"The review of financial studies"
~subject:"CAPM"
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
The journal of fixed income
The review of financial studies
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10
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6
Finance research letters
4
NBER Working Paper
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Fisher College of Business working paper series
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ECONIS (ZBW)
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1
Yields versus expected returns of corporate bonds : some unexpected results
Beliaeva, Natalia A.
;
Koh, Rachel Kyungyeon
;
Nawalkha, …
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10011803834
Saved in:
2
An asset pricing approach to liquidity effects in corporate bond markets
Bongaerts, Dion
;
Jong, Frank de
;
Driessen, Joost
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1229-1269
Persistent link: https://www.econbiz.de/10011749361
Saved in:
3
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
Saved in:
4
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
- In:
The review of financial studies
23
(
2010
)
2
,
pp. 645-703
Persistent link: https://www.econbiz.de/10003941680
Saved in:
5
Inflation uncertainty, asset valuations, and the credit spreads puzzle
David, Alexander
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2487-2534
Persistent link: https://www.econbiz.de/10003805071
Saved in:
6
Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho
;
Helwege, Jean
;
Huang, Jing-Zhi
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 499-544
Persistent link: https://www.econbiz.de/10002028065
Saved in:
7
The integrated pricing model for defautable loand and bonds
Onorato, Mario
;
Altman, Edward I.
-
2003
Persistent link: https://www.econbiz.de/10001754359
Saved in:
8
Pricing risky debt : an empirical comparison of the Longstaff and Schwartz and Merton models
Wei, David Guoming
- In:
The journal of fixed income
7
(
1997
)
2
,
pp. 8-28
Persistent link: https://www.econbiz.de/10001229964
Saved in:
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