Cash flow volatility and corporate bond yield spreads-Reference-Cited by-同舟云学术

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Cash flow volatility and corporate bond yield spreads

Published:2014-08-31 Issue:2 Volume:46 Page:417-458
ISSN:0924-865X
Container-title:Review of Quantitative Finance and Accounting
language:en
Short-container-title:Rev Quant Finan Acc

Author:

Douglas Alan V. S.,Huang Alan G.,Vetzal Kenneth R.

Publisher

Springer Science and Business Media LLC

Subject

Finance,General Business, Management and Accounting,Accounting

Link

http://link.springer.com/content/pdf/10.1007/s11156-014-0474-0.pdf

Reference55 articles.

1. Acharya VV, Carpenter JN (2002) Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy. Rev Finance Stud 15:1355–1383

2. Ang A, Bekaert G (2002) Regime switches in interest rates. J Bus Econ Stat 20:163–182

3. Avramov D, Jostova G, Philipov A (2007) Understanding changes in corporate credit spreads. Finance Anal J 63(2):90–105

4. Bao J, Pan J, Wang J (2011) The illiquidity of corporate bonds. J Finance 66:911–946

5. Benartzi S (2001) Excessive extrapolation and the allocation of 401(k) accounts to company stock. J Finance 56:1747–1764

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