Comoment risk in corporate bond yields and returns
Author:
Affiliation:
1. HEC Montreal Montreal, Quebec Canada
2. Commission de Surveillance du Secteur Financier Luxembourg
3. HEC Liège, Liège University Liège Belgium
4. National Bank of Belgium Economics and Research Department Bruxelles Belgium
Funder
Social Sciences and Humanities Research Council of Canada
Deloitte
Fonds De La Recherche Scientifique - FNRS
Publisher
Wiley
Subject
Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jfir.12281
Reference48 articles.
1. Common risk factors in the cross-section of corporate bond returns
2. Investigating the Role of Systematic and Firm‐Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models*
3. The Volcker Rule and corporate bond market making in times of stress
4. Testing Asset Pricing Models With Coskewness
5. Reaching for Yield in the Bond Market
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