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Spread Versus Treasuries and the Riskiness of High-Yield Bonds
3 references·9 citing·44 second hop
Spread Versus Treasuries and the Riskiness of High-Yield Bonds (1995)Spread Versus Treasuries and the Riskines…Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls (1989)Original Issue High Yield Bon…The financial analysts journal (1960)The financial analysts journalDeterminants of Risk Premiums on Corporate Bonds (1959)Determinants of Risk Premiums…Historic Changes in the High Yield Bond Market (2009)Historic Changes in the High …Macroeconomic Conditions, Firm Characteristics, and Credit Spreads (2006)Macroeconomic Conditions, Fir…Spanish Treasury bond market liquidity and volatility pre- and post-European Monetary Union (2005)Spanish Treasury bond market …Determinants of spreads on new high yield bonds of shipping companies (2003)Determinants of spreads on ne…Yield Spread and Term to Maturity: Default vs. Liquidity (2002)Yield Spread and Term to Matu…Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis (2000)Factors affecting the yields …Credit Risk, Interest Rate Risk, and the Business Cycle (1999)Credit Risk, Interest Rate Ri…Index Funds and Stock Market Growth (1998)Index Funds and Stock Market …Primary versus Secondary Pricing of High-Yield Bonds (1996)Primary versus Secondary Pric…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)The impact of institutional trading on stock prices (1992)Risk Taking by Mutual Funds as a Response to Incentives (1997)Daily Momentum and Contrarian Behavior of Index Fund Investors (2000)Dynamic Style Preferences of Individual Investors and Stock Returns (2005)Bubble Investors: What Were They Thinking? (2006)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Timeliness of Spread Implied Ratings (2007)Liquidity measures throughout the lifetime of the U.S. Treasury bond (2017)The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Common risk factors in the returns on stocks and bonds (1993)A perspective on credit derivatives (2002)The integration of bank syndicated loan and junk bond markets (2003)High-yield bond and energy markets (2017)Business conditions and expected returns on stocks and bonds (1989)A Markov Model for the Term Structure of Credit Risk Spreads (1997)Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data (2001)Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis (2011)Investment Analysis and Portfolio Management. (1979)The Role of Monetary Policy (1995)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Parsimonious Modeling of Yield Curves (1987)The Relation Between Treasury Yields and Corporate Bond Yield Spreads (1998)Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Stock interest rate risk and inflation shocks (2009)The term structure of illiquidity premia (2011)Liquidity of financial markets: a review (2019)“Active Investors, LBOs, and the Privatization of Bankruptcy*” (1989)Measuring Corporate Bond Mortality and Performance (1989)The Financial System and Economic Performance (1990)The Investment Performance of Low‐grade Bond Funds (1991)Default rates in the syndicated bank loan market: A mortality analysis (2000)An equilibrium characterization of the term structure (1977)INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (2010)The World Business Cycle and Expected Returns (2012)Credit spread changes within switching regimes (2014)Liquidity and Credit Risk (2006)Measuring Default Risk Premia from Default Swap Rates and EDFs (2007)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)Institutional Investors and Equity Prices (2001)
this work references cited by second hop

References

  • 1960The financial analysts journal1,043 cited
  • 1959Determinants of Risk Premiums on Corporate Bonds460 cited
  • 1989Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls176 cited

Cited by

  • 2006Macroeconomic Conditions, Firm Characteristics, and Credit Spreads56 cited
  • 2005Spanish Treasury bond market liquidity and volatility pre- and post-European Monetary Union53 cited
  • 2000Factors affecting the yields on noninvestment grade bond indices: a cointegration analysis47 cited
  • 1998Index Funds and Stock Market Growth46 cited
  • 1999Credit Risk, Interest Rate Risk, and the Business Cycle43 cited
  • 2009Historic Changes in the High Yield Bond Market40 cited
  • 2002Yield Spread and Term to Maturity: Default vs. Liquidity38 cited
  • 2003Determinants of spreads on new high yield bonds of shipping companies29 cited
  • 1996Primary versus Secondary Pricing of High-Yield Bonds28 cited

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