Momentum and Reversal Effects in Corporate Bond Prices and Credit Cycles.
- Published in:
- Journal of Fixed Income, 2010, v. 20, n. 2, p. 101, doi. 10.3905/jfi.2010.20.2.101
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2010 AND VI 20 AND IP 2
Results: 7
1
2
Corporate Bond Pricing and the Effects of Endogenous Default and Call Options.
- Published in:
- Journal of Fixed Income, 2010, v. 20, n. 2, p. 80, doi. 10.3905/jfi.2010.20.2.080
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- Publication type:
- Article
3
Revisiting the Altman Definition of Distressed Debt and a New Mechanism for Measuring the Liquidity Premium of the High-Yield Market.
- Published in:
- Journal of Fixed Income, 2010, v. 20, n. 2, p. 58
- By:
- Publication type:
- Article
4
Corporate Credit Default Swap Liquidity and Its Implications for Corporate Bond Spreads.
- Published in:
- Journal of Fixed Income, 2010, v. 20, n. 2, p. 31, doi. 10.3905/jfi.2010.20.2.031
- By:
- Publication type:
- Article
5
Second Liens: How Important?
- Published in:
- Journal of Fixed Income, 2010, v. 20, n. 2, p. 19, doi. 10.3905/jfi.2010.20.2.019
- By:
- Publication type:
- Article
6
Why Did Auction Rate Bond Auctions Fail during 2007-2008?
- Published in:
- Journal of Fixed Income, 2010, v. 20, n. 2, p. 5, doi. 10.3905/jfi.2010.20.2.005
- By:
- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Fixed Income, 2010, v. 20, n. 2, p. 1
- By:
- Publication type:
- Article