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There are 47299 results for: content related to: Liquidity or Credit Risk? The Determinants of Very Short-Term Corporate Yield Spreads

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    Corporate Yield Spreads and Bond Liquidity

    The Journal of Finance

    Volume 62, Issue 1, February 2007, Pages: 119–149, LONG CHEN, DAVID A. LESMOND and JASON WEI

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2007.01203.x

  2. Liquidity and Credit Risk

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2219–2250, JAN ERICSSON and OLIVIER RENAULT

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01056.x

  3. The Relation Between Treasury Yields and Corporate Bond Yield Spreads

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 2225–2241, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00089

  4. Equity volatility, bond yields, and yield spreads

    Journal of Futures Markets

    Volume 32, Issue 5, May 2012, Pages: 480–503, Daniel Jubinski and Amy F. Lipton

    Version of Record online : 26 MAY 2011, DOI: 10.1002/fut.20521

  5. Board Ties and the Cost of Corporate Debt

    Financial Management

    Volume 43, Issue 3, Fall 2014, Pages: 533–568, Tuugi Chuluun, Andrew Prevost and John Puthenpurackal

    Version of Record online : 5 MAR 2014, DOI: 10.1111/fima.12047

  6. The Illiquidity of Corporate Bonds

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 911–946, JACK BAO, JUN PAN and JIANG WANG

    Version of Record online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01655.x

  7. Investor sentiment and corporate bond yield spreads

    Review of Behavioral Finance

    Volume 2, Issue 2, November 2010, Pages: 59–80, Subhankar Nayak

    Version of Record online : 7 JUN 2010, DOI: 10.1002/rbf.9

  8. The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 815–848, DANIEL COVITZ, NELLIE LIANG and GUSTAVO A. SUAREZ

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12023

  9. Regulatory Uncertainty and Financial Contagion: Evidence from the Hybrid Capital Securities Market

    Financial Review

    Volume 46, Issue 1, February 2011, Pages: 1–42, John D. Finnerty, Jeffrey Turner, Jack Chen and Rachael W. Park

    Version of Record online : 7 JAN 2011, DOI: 10.1111/j.1540-6288.2010.00288.x

  10. Cross-Border Bank M&As and Risk: Evidence from the Bond Market

    Journal of Money, Credit and Banking

    Volume 42, Issue 4, June 2010, Pages: 615–645, SUNGHO CHOI, BILL B. FRANCIS and IFTEKHAR HASAN

    Version of Record online : 20 MAY 2010, DOI: 10.1111/j.1538-4616.2010.00301.x

  11. Determinants of Sovereign Eurobonds Yield Spread

    Journal of Business Finance & Accounting

    Volume 31, Issue 5-6, June 2004, Pages: 795–821, Khaled Amira

    Version of Record online : 8 JUL 2004, DOI: 10.1111/j.0306-686X.2004.00557.x

  12. STOCK LIQUIDITY AND CORPORATE BOND YIELD SPREADS: THEORY AND EVIDENCE

    Journal of Financial Research

    Volume 38, Issue 1, Spring 2015, Pages: 59–91, Henry H. Huang, Hung-Yi Huang and Jeffrey J. Oxman

    Version of Record online : 23 MAR 2015, DOI: 10.1111/jfir.12052

  13. The Effects of Relative Changes in CEO Equity Incentives on the Cost of Corporate Debt

    Journal of Business Finance & Accounting

    Volume 40, Issue 3-4, April/May 2013, Pages: 470–500, Andrew K. Prevost, Erik Devos and Ramesh P. Rao

    Version of Record online : 25 APR 2013, DOI: 10.1111/jbfa.12023

  14. INFORMATION IN THE YIELD CURVE: A MACRO-FINANCE APPROACH

    Journal of Applied Econometrics

    Volume 29, Issue 1, January/February 2014, Pages: 42–64, Hans Dewachter, Leonardo Iania and Marco Lyrio

    Version of Record online : 16 OCT 2012, DOI: 10.1002/jae.2305

  15. Speed of Issuance, Lender Specialization, and the Rise of the 144A Debt Market

    Financial Management

    Volume 39, Issue 2, Summer 2010, Pages: 643–673, Rongbing Huang and Gabriel G. Ramírez

    Version of Record online : 22 JUN 2010, DOI: 10.1111/j.1755-053X.2010.01087.x

  16. Equity Volatility and Corporate Bond Yields

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2321–2350, John Y. Campbell and Glen B. Taksler

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00607.x

  17. A Decomposition of Korean Sovereign Bond Yields: Joint Estimation Using Sovereign CDS and Bond Data

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 6, December 2014, Pages: 918–947, Jungmu Kim and Changjun Lee

    Version of Record online : 8 JAN 2015, DOI: 10.1111/ajfs.12077

  18. Yield Spread and Term to Maturity: Default vs. Liquidity

    European Financial Management

    Volume 8, Issue 4, December 2002, Pages: 449–477, Antonio Díaz and Eliseo Navarro

    Version of Record online : 10 FEB 2003, DOI: 10.1111/1468-036X.00199

  19. Types of liquidity and limits to arbitrage—the case of credit default swaps

    Journal of Futures Markets

    Volume 32, Issue 4, April 2012, Pages: 301–329, Karan Bhanot and Liang Guo

    Version of Record online : 11 MAR 2011, DOI: 10.1002/fut.20518

  20. Securities Innovation

    Chapter

    Handbook of Finance

    John D. Finnerty

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof001011