Author:
Haesen Daniel,Houweling Patrick
Reference61 articles.
1. Empirical Duration of Corporate Bonds and Credit Market Segmentation;M Ambastha;The Journal of Fixed Income,2010
2. Understanding Changes in Corporate Credit Spreads;D Avramov;Financial Analyst Journal,2007
3. Anomalies in Relationship Between Securities' Yields and Yield-Surrogates;R Ball;Journal of Financial Economics,1978
4. DTS (Duration Times Spread): A New Measure of Spread Exposure in Credit Portfolios;A Ben Dor;The Journal of Portfolio Management
5. The Halloween Indicator;S Bouman;Sell in May and Go Away': Another Puzzle,2002
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Predictions of corporate bond excess returns;Journal of Financial Markets;2014-11
2. Corporate Bond Risk Premia;SSRN Electronic Journal;2013