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Effects of credit quality on tax-exempt and taxable yields
Liu, Sheen; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 13 (2003) 2, pp. 80-99
Persistent link: https://www.econbiz.de/10001803163
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LIQUIDITY RISK AND MOMENTUM SPILLOVER FROM STOCKS TO BONDS
Lin, Hai; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 23 (2013) 1, pp. 5-42
Persistent link: https://www.econbiz.de/10010158130
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ARE LIQUIDITY AND COUNTERPARTY RISK PRICED IN THE CREDIT DEFAULT SWAP MARKET?
Pu, Xiaoling; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 20 (2011) 4, pp. 59-80
Persistent link: https://www.econbiz.de/10008993326
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DISSECTING CORPORATE BOND AND CDS SPREADS
Lin, Hai; Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 20 (2011) 3, pp. 7-40
Persistent link: https://www.econbiz.de/10008813964
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Taxes, default risk, and credit spreads
Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 14 (2004) 2, pp. 71-85
Persistent link: https://www.econbiz.de/10002421474
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Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 4, pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
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Liquidity risk and momentum spillover from stocks to bonds
Lin, Hai; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 23 (2013) 1, pp. 5-42
Persistent link: https://www.econbiz.de/10009783221
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Dissecting corporate bond and CDS spreads
Lin, Hai; Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 3, pp. 7-39
Persistent link: https://www.econbiz.de/10008858616