THE CYCLICAL EFFECT OF DEFAULT RISK ON INDUSTRIAL BOND YIELDS

被引：1

|

作者：

KOLARI, JW

APILADO, VP

机构：

[1] UNIV TEXAS,COLL BUSINESS ADM,DEPT FINANCE & REAL ESTATE,BOX 19449,ARLINGTON,TX 76019

[2] TEXAS A&M UNIV,COLLEGE STN,TX 77843

来源：

JOURNAL OF ECONOMICS AND BUSINESS | 1985年 / 37卷 / 04期

关键词：

D O I：

10.1016/0148-6195(85)90025-6

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：311 / 325

页数：15

相关论文

共 50 条

[31] CROP YIELDS - RANDOM, CYCLICAL, OR BUNCHY
LUTTRELL, CB
GILBERT, RA
[J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1976, 58 (03) : 521 - 531
[32] Ambiguity, Nominal Bond Yields, and Real Bond Yields
Zhao, Guihai
[J]. AMERICAN ECONOMIC REVIEW-INSIGHTS, 2020, 2 (02) : 177 - 192
[33] The Effect of Systematic Default Risk on Credit Risk Premiums
Kim, Jungmu
[J]. SUSTAINABILITY, 2019, 11 (21)
[34] Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru
[J]. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 51
[35] VARIATIONS IN MUNICIPAL BOND DEFAULT RISK PREMIA BY TERM-TO-MATURITY
LEONARD, PA
[J]. JOURNAL OF BUSINESS RESEARCH, 1983, 11 (04) : 523 - 530
[36] A CERTAINTY EQUIVALENT APPROACH TO MUNICIPAL BOND DEFAULT RISK-ESTIMATION
WU, CC
[J]. JOURNAL OF FINANCIAL RESEARCH, 1991, 14 (03) : 241 - 247
[37] Cyclical default and recovery in stress testing loan losses
Jokivuolle, Esa
Viren, Matti
[J]. JOURNAL OF FINANCIAL STABILITY, 2013, 9 (01) : 139 - 149
[38] Effect of Being a Fallen Angel on Bond Ratings and Yields
Cai, Kelly
[J]. JOURNAL OF TRADING, 2013, 8 (02): : 7 - 13
[39] Cash flows risk, capital structure, and corporate bond yields
Berardino Palazzo
[J]. Annals of Finance, 2019, 15 : 401 - 420
[40] Cash flows risk, capital structure, and corporate bond yields
Palazzo, Berardino
[J]. ANNALS OF FINANCE, 2019, 15 (03) : 401 - 420

← 1 2 3 4 5 →