Corporate bond defaults are consistent with conditional independence

The Journal of Credit Risk ◽

10.21314/jcr.2010.109 ◽

2010 ◽

Vol 6 (2) ◽

pp. 3-35 ◽

Author(s):

Florian Kramer ◽

Gunter Löffler

Keyword(s):

Conditional Independence ◽

Download Full-text

Comparing Possible Proxies of Corporate Bond Liquidity

10.2469/dig.v35.n4.1762 ◽

2005 ◽

Vol 35 (4) ◽

pp. 29-30

Author(s):

Joseph D.V. Vu

Keyword(s):

Corporate Bond ◽

Download Full-text

The Shareholder Activism of the National Pension Fund for Improving Corporate Bond Ratings

KOREAN JOURNAL OF MANAGEMENT ACCOUNTING RESEARCH ◽

10.31507/kjmar.2018.12.18.3.51 ◽

2018 ◽

Vol 18 (3) ◽

pp. 51-79

Author(s):

Yu Jin Kim ◽

Jung In An

Keyword(s):

Pension Fund ◽

Shareholder Activism ◽

Corporate Bond ◽

Download Full-text

Momentum in Korean Corporate Bond Market

Asian Review of Financial Research ◽

10.37197/arfr.2020.33.3.1 ◽

2020 ◽

Vol 33 (3) ◽

pp. 301-338

Author(s):

Minyeon Han ◽

◽

Jemoon Woo ◽

Hyounggoo Kang

Keyword(s):

Bond Market ◽

Corporate Bond ◽

Corporate Bond Market

Download Full-text

Corporate Bond Credit Spreads and Forecast Dispersion

SSRN Electronic Journal ◽

10.2139/ssrn.1108525 ◽

2007 ◽

Author(s):

Levent Guntay ◽

Dirk Hackbarth

Keyword(s):

Corporate Bond ◽

Credit Spreads ◽

Forecast Dispersion

Download Full-text

Cash Flow Volatility and Corporate Bond Yield Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.1098204 ◽

2008 ◽

Author(s):

Kenneth R. Vetzal ◽

Alan V. S. Douglas ◽

Alan Guoming Huang

Keyword(s):

Cash Flow ◽

Corporate Bond ◽

Yield Spreads ◽

Cash Flow Volatility

Download Full-text

Internal Liquidity Risk in Corporate Bond Yield Spreads: Bond- and Market-Level Evidences

SSRN Electronic Journal ◽

10.2139/ssrn.1362409 ◽

2009 ◽

Author(s):

Hsien-Hsing Liao ◽

Tsung-Kang Chen ◽

tsai pei-ling

Keyword(s):

Liquidity Risk ◽

Corporate Bond ◽

Yield Spreads ◽

Download Full-text

The Impact of Bond Rating Changes on Corporate Bond Prices: New Evidence from the Over-the-Counter Market

SSRN Electronic Journal ◽

10.2139/ssrn.1364815 ◽

2008 ◽

Author(s):

Anthony D. May

Keyword(s):

Corporate Bond ◽

Bond Prices ◽

Over The Counter ◽

Bond Rating ◽

Rating Changes ◽

Download Full-text

Where Did All the Information Go? Trade in the Corporate Bond Market

SSRN Electronic Journal ◽

10.2139/ssrn.1573535 ◽

2010 ◽

Author(s):

Xing Zhou ◽

Tavy Ronen

Keyword(s):

Bond Market ◽

Corporate Bond ◽

Corporate Bond Market

Download Full-text

Can the Performance of Structural Corporate Bond Models Be Improved?

SSRN Electronic Journal ◽

10.2139/ssrn.1568429 ◽

2010 ◽

Author(s):

Craig W. Holden ◽

Zhongyan Zhu

Keyword(s):

Download Full-text

Paired Corporate Bond Trades

SSRN Electronic Journal ◽

10.2139/ssrn.1648994 ◽

2010 ◽

Author(s):

Eric Zitzewitz

Keyword(s):

Download Full-text