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Spread versus Treasuries and the Riskiness of High-Yield Bonds

Fridson, Martin S.; Jonsson, Jon G. - In: The journal of fixed income 5 (1995) 3, pp. 79-88

Persistent link: https://www.econbiz.de/10007336527

Loads, Flows, and Performance in High-Yield Bond Mutual Funds

Fridson, Martin S. - In: The journal of fixed income 5 (1995) 3, pp. 70-78

Persistent link: https://www.econbiz.de/10007336528

DEFAULTED BOND RETURNS BY SENIORITY CLASS - Analysis of data has indicated that the customary relationship between risk and reward was inverted in the market for defaulted bonds during the period January 1980-July 1992. The less risky senior issues produced higher returns than the riskier subordinated issues. An update of the analysis for August 1994 through March 2000 shows that the anomaly ...

Fridson, Martin S.; Gao, Yan - In: The journal of fixed income 12 (2002) 2, pp. 50-57

Persistent link: https://www.econbiz.de/10007164218

DOWNGRADE-UPGRADE RATIO LEADS DEFAULT RATE

Okashima, Kathryn; Fridson, Martin S. - In: The journal of fixed income 10 (2000) 2, pp. 18-24

Persistent link: https://www.econbiz.de/10007177499

Spread versus Treasuries as a Market-Timing Tool for High-Yield Investors

Fridson, Martin S.; Bersh, Jeffrey A. - In: The journal of fixed income 4 (1994) 1, pp. 63-69

Persistent link: https://www.econbiz.de/10007214312

Social mobility : the Barro-Becker children meet the Laitner-Loury dynasties

Alvarez Garrido, Fernando - In: Review of economic dynamics 2 (1999) 1, pp. 65-103

Persistent link: https://www.econbiz.de/10001653385

Monetary economics

Alvarez, Fernando - In: Journal of political economy 125 (2017) 6, pp. 1825-1830

Persistent link: https://www.econbiz.de/10011833329

Capital accumulation and international trade

Alvarez, Fernando - In: Journal of monetary economics 91 (2017), pp. 1-18

Persistent link: https://www.econbiz.de/10011799314

From cash to central bank digital currency

Alvarez, Fernando - In: NBER reporter online (2023) 3, pp. 19-22

Persistent link: https://www.econbiz.de/10014436043

Asset Pricing when Risk Sharing is Limited by Default

Jermann, Urban Joseph; Alvarez, Fernando - National Bureau of Economic Research (NBER) - 1998

We study the asset pricing implications of a multi-agent endowment economy where agents can default on contracts that would leave them otherwise worse off. We specialize and extend the environment studied by Kocherlakota (1995) and Kehoe and Levine (1993) to make it comparable to standard...

Persistent link: https://www.econbiz.de/10005777285