Does the Long-Run Risk Explain the Cross-Section of Corporate Bond Returns?

2020 ◽  
Author(s):  
Redouane Elkamhi ◽  
Chanik Jo ◽  
Yoshio Nozawa
Keyword(s):  
Cross Section ◽  
Corporate Bond ◽  
Long Run ◽  
Bond Returns ◽  
The Cross ◽  
Long Run Risk

Volatility and the cross-section of corporate bond returns

2019 ◽  
Vol 133 (2) ◽  
pp. 397-417 ◽  
Author(s):  
Kee H. Chung ◽  
Junbo Wang ◽  
Chunchi Wu
Keyword(s):  
Cross Section ◽  
Corporate Bond ◽  
Bond Returns ◽  
The Cross

The cross-section of expected corporate bond returns: Betas or characteristics?

2005 ◽  
Vol 75 (1) ◽  
pp. 85-114 ◽  
Author(s):  
William R. Gebhardt ◽  
Soeren Hvidkjaer ◽  
Bhaskaran Swaminathan
Keyword(s):  
Cross Section ◽  
Corporate Bond ◽  
Bond Returns ◽  
The Cross

Long-Run Risk in the Cross Section

2008 ◽  
Author(s):  
Scott Cederburg ◽  
Satadru Hore
Keyword(s):  
Cross Section ◽  
Long Run ◽  
The Cross ◽  
Long Run Risk
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