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~person:"Chung, Kee H."
~person:"Wu, Yuan"
~subject:"Corporate bond"
~type:"article"
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Chung, Kee H.
Wu, Yuan
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Journal of financial economics
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On a new corporate
bond
pricing
model with potential credit rating change and stochastic interest rate
Yin, Hong-Ming
;
Liang, Jin
;
Wu, Yuan
- In:
Journal of risk and financial management : JRFM
11
(
2018
)
4
,
pp. 1-12
In this paper, we consider a new corporate
bond-pricing
model with credit-rating migration risks and a stochastic …
Persistent link: https://www.econbiz.de/10011960410
Saved in:
2
On a corporate
bond
pricing
model with credit rating migration risks and stochastic interest rate
Liang, Jin
;
Yin, Hong-Ming
;
Chen, Xinfu
;
Wu, Yuan
- In:
Quantitative finance and economics
1
(
2017
)
3
,
pp. 300-319
Persistent link: https://www.econbiz.de/10012137817
Saved in:
3
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
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