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| Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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Material Type: Article
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Spread determinants in corporate bond pricing: The effect of market and liquidity risksPanoeconomicus, 2022, Vol.69 (3), p.407-4252022. This work is published under https://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1452-595X ;EISSN: 2217-2386 ;DOI: 10.2298/PAN171024002OFull text available |
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Proposing Credit- and Sensitivity-Risk-Based Methodology to Address Corporate Bond Illiquidity ProblemJournal of risk and financial management, 2023-09, Vol.16 (9), p.388 [Peer Reviewed Journal]COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm16090388Full text available |
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Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securitiesChina finance review international, 2017-01, Vol.7 (2), p.134-162 [Peer Reviewed Journal]Emerald Publishing Limited ;Emerald Publishing Limited 2017 ;ISSN: 2044-1398 ;EISSN: 2044-1401 ;DOI: 10.1108/CFRI-11-2016-0125Full text available |
| 4 |
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Canadian Interest Rates and Yield Spread DynamicsThe journal of applied business and economics, 2012-07, Vol.13 (3), p.11 [Peer Reviewed Journal]Copyright North American Business Press Jul 2012 ;ISSN: 1499-691XFull text available |
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An empirical examination of ex ante estimates of the market risk premiumJournal of Investing, 2014-07, Vol.23 (2), p.51 [Peer Reviewed Journal]COPYRIGHT 2014 Euromoney Trading Limited ;Copyright Euromoney Institutional Investor PLC Summer 2014 ;ISSN: 1068-0896 ;EISSN: 2168-8613 ;DOI: 10.3905/joi.2014.23.2.051Full text available |
| 6 |
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How to Play Corporate Bonds As Defaults Threaten to BiteBarron's, 2023-01, Vol.103 (5), p.33-33Copyright Dow Jones & Company Inc. Jan 30, 2023 ;ISSN: 1077-8039 ;EISSN: 2769-9692Full text available |
| 7 |
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Managers preparing for major bond bonanza; Firms position to benefit when high-yield issues are upgradedPensions & Investments, 2021-03, Vol.49 (6), p.2COPYRIGHT 2021 Crain Communications, Inc. ;Copyright 2021 Crain Communications Inc. All Rights Reserved. ;ISSN: 1050-4974 ;EISSN: 1944-7671Full text available |
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The search for relative value in bondsFinancial markets and portfolio management, 2011-03, Vol.25 (1), p.95-106 [Peer Reviewed Journal]Swiss Society for Financial Market Research 2011 ;ISSN: 1555-4961 ;ISSN: 1934-4554 ;EISSN: 1555-497X ;EISSN: 2373-8529 ;DOI: 10.1007/s11408-010-0150-x ;CODEN: SCIEASFull text available |
| 9 |
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Performance of Distressed BondsJournal of portfolio management, 2008-04, Vol.34 (3), p.56-62 [Peer Reviewed Journal]Copyright Euromoney Institutional Investor PLC Spring 2008 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2008.706243Full text available |
| 10 |
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Solving the Spread Curve PuzzleThe Journal of fixed income, 2018-07, Vol.28 (1), p.38-47COPYRIGHT 2018 Euromoney Trading Limited ;2018 Pageant Media Ltd ;ISSN: 1059-8596 ;EISSN: 2168-8648 ;DOI: 10.3905/jfi.2018.28.1.038Full text available |
| 11 |
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Empirical Credit RiskJournal of portfolio management, 2006, Vol.32 (4), p.79-92 [Peer Reviewed Journal]Copyright Euromoney Institutional Investor PLC Summer 2006 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2006.644199Full text available |
| 12 |
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Estimating and Pricing Credit Risk: An OverviewFinancial analysts journal, 2000-07, Vol.56 (4), p.50-66 [Peer Reviewed Journal]Copyright 2000 Association for Investment Management and Research ;Copyright Association for Investment Management and Research Jul/Aug 2000 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v56.n4.2373 ;CODEN: FIAJA4Full text available |
| 13 |
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Nondefault Components of Investment-Grade Bond SpreadsFinancial analysts journal, 2003-05, Vol.59 (3), p.93-102 [Peer Reviewed Journal]Copyright 2003 Association for Investment Management and Research ;Copyright Association for Investment Management and Research May/Jun 2003 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v59.n3.2535 ;CODEN: FIAJA4Full text available |
| 14 |
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Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate BondsAsia-Pacific financial markets, 2007-09, Vol.14 (3), p.229-253 [Peer Reviewed Journal]Springer Science+Business Media, LLC. 2008 ;ISSN: 1387-2834 ;EISSN: 1573-6946 ;DOI: 10.1007/s10690-007-9061-xFull text available |
| 15 |
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Time to Get on Board After a Wild Ride In Municipal BondsBarron's, 2020-03, Vol.100 (13), p.19-23Copyright Dow Jones & Company Inc Mar 30, 2020 ;ISSN: 1077-8039 ;EISSN: 2769-9692Full text available |
| 16 |
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The Lowdown On RatesBarron's, 2019-10, Vol.99 (41), p.18-23Copyright Dow Jones & Company Inc Oct 14, 2019 ;ISSN: 1077-8039 ;EISSN: 2769-9692Full text available |
| 17 |
Material Type: Article
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Corporate Bonds as a Risk RemedyBarron's, 2016-03, Vol.96 (13), p.M9Copyright Dow Jones & Company Inc Mar 28, 2016 ;ISSN: 1077-8039 ;EISSN: 2769-9692Full text available |
| 18 |
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Inferring Default Probabilities from Credit SpreadsThe Journal of fixed income, 2012-04, Vol.21 (4), p.13-24COPYRIGHT 2012 Euromoney Trading Limited ;Copyright Euromoney Institutional Investor PLC Spring 2012 ;ISSN: 1059-8596 ;EISSN: 2168-8648 ;DOI: 10.3905/jfi.2012.21.4.013Full text available |
| 19 |
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Default Risk and the Effective Duration of BondsFinancial analysts journal, 1997-01, Vol.53 (1), p.35-44 [Peer Reviewed Journal]Copyright 1996 The Association for Investment Management and Research (AIMR) ;Copyright Association for Investment Management and Research Jan/Feb 1997 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v53.n1.2054 ;CODEN: FIAJA4Full text available |
| 20 |
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Primary versus Secondary Pricing of High-Yield BondsFinancial analysts journal, 1996-05, Vol.52 (3), p.20-27 [Peer Reviewed Journal]Copyright 1996 The Association for Investment Management and Research (AIMR) ;Copyright Association for Investment Management and Research May/Jun 1996 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v52.n3.1992 ;CODEN: FIAJA4Full text available |
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