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The impact of cash flow management versus accruals management on credit rating performance and usage
Zhang, Eliza Xia - In: Review of quantitative finance and accounting 54 (2020) 4, pp. 1163-1193
Persistent link: https://www.econbiz.de/10012233122
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Impact of mortgage soft information in loan pricing on default prediction using machine learning
Luong, Thi Mai; Scheule, Harald; Wanzare, Nitya - In: International review of finance : the official journal … 23 (2023) 1, pp. 158-186
Persistent link: https://www.econbiz.de/10014251350
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Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang; Ma, Chaoqun; Wu, Zhijian - In: Review of derivatives research 25 (2022) 1, pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
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Bank capital, borrower power, and loan rates
Santos, João A. C.; Winton, Andrew - In: The review of financial studies 32 (2019) 11, pp. 4501-4541
Persistent link: https://www.econbiz.de/10012135483
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Cash flow duration and the term structure of equity returns
Weber, Michael - In: Journal of financial economics 128 (2018) 3, pp. 486-503
Persistent link: https://www.econbiz.de/10011981177
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Cash flow volatility and corporate bond yield spreads
Douglas, Alan V. S.; Huang, Alan Guoming; Vetzal, Kenneth R. - In: Review of quantitative finance and accounting 46 (2016) 2, pp. 417-458
Persistent link: https://www.econbiz.de/10011588390
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Cash flows risk, capital structure, and corporate bond yields
Palazzo, Berardino - In: Annals of finance 15 (2019) 3, pp. 401-420
Persistent link: https://www.econbiz.de/10012240143
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Are pre-funded bonds good substitutes for zeros in corporate financing?
Hung, Ken; Liu, Shinhua - In: International journal of bonds and derivatives 2 (2016) 4, pp. 365-378
Persistent link: https://www.econbiz.de/10011807750
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News shocks and the production-based term structure of equity returns
Ai, Hengjie; Croce, Mariano M.; Diercks, Anthony M.; Li, Kai - In: The review of financial studies 31 (2018) 7, pp. 2423-2467
Persistent link: https://www.econbiz.de/10011927137
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Valuation of index-linked cash flows in a Heath-Jarrow-Morton framework
Alm, Jonas; Lindskog, Filip - In: Risks : open access journal 3 (2015) 3, pp. 338-364
In this paper, we study the valuation of stochastic cash flows that exhibit dependence on interest rates. We focus on insurance liability cash flows linked to an index, such as a consumer price index or wage index, where changes in the index value can be partially understood in terms of changes...
Persistent link: https://www.econbiz.de/10011402599