The association of default risk factors with the systematic risk of corporate bonds
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/BF02920036.pdf
Reference15 articles.
1. Belkaoui, Ahmed. “Industrial Bond Ratings: A New Look.”Financial Management 9 (Autumn 1980): 44–51.
2. Duvall, Richard M., andJohn M. Cheney. “Bond Beta and Default Risk.”Journal of Financial Research 7, no. 3 (Fall 1984): 243–254.
3. Galai, Dan, andRonald W. Masulis. “The Option Pricing Model and the Risk Factor of Stock.”Journal of Financial Economics 3 (January/March 1976): 53–81.
4. Geske, Robert. “The Valuation of Corporate Liabilities as Compound Options.”Journal of Financial and Quantitative Analysis 12 (November 1977): 541–552.
5. Horrigan, James O. “The Determinants of Long Term Credit Standing with Financial Ratios.”Empirical Research in Accounting: Selected Studies, Supplement to Journal of Accounting Research (1966): 44–62.
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