Common Factors in the Performance of European Corporate Bonds - Evidence before and after the Financial Crisis-Reference-Cited by-同舟云学术

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Common Factors in the Performance of European Corporate Bonds - Evidence before and after the Financial Crisis

Published:2013-05-29 Issue:2 Volume:21 Page:265-308
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:Eur Financial Management

Author:

Aussenegg Wolfgang¹,Goetz Lukas²,Jelic Ranko³

Affiliation:

1. Institute of Management Sciences, Vienna University of Technology; Theresianumgasse 27, A-1040; Vienna Austria

2. UNIQA Capital Markets GmbH; Untere Donaustraße 21, A-1029; Vienna Austria

3. Department of Accounting and Finance, University of Birmingham; Birmingham, B15 2TT; UK

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-036X.2013.12009.x/fullpdf

Reference66 articles.

1. Time-varying integration in European government bond markets;Abad;European Financial Management,2013

2. Acharya , V.V. Amihud , Y. Bharath , S.T. Working Paper 2010

3. Principles of the skew;Alexander;Risk Magazine,2001

4. Common correlation and calibrating the lognormal forward rate model;Alexander;Wilmott Magazine,2003

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2. Foreign-law premium for European high-yield corporate bonds;Finance Research Letters;2023-03

3. Orderbook demand for corporate bonds;European Financial Management;2022-07-26

4. What We Know About the Low-Risk Anomaly: A Literature Review;SSRN Electronic Journal;2022

5. Bond portfolio management under Solvency II regulation;The European Journal of Finance;2020-12-03

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