Rotterdam, 3011 AG
Robeco Investment Research
in Total Papers Downloads
in Total Papers Citations
credit default swaps, credit derivatives, credit risk, default risk, risk-neutral valuation, default-free interest rates
credit risk, corporate bonds
liquidity, premiums, spreads, credit, corporate bonds, yields, fama-french model
corporate bonds, factor premiums, strategic asset allocation, size, low-risk, value, momentum
corporate bond, momentum, time-varying risk, residual return
corporate bonds, credit spreads, excess returns, predictability, market timing
ETFs, passive investing, index tracking, fixed income, Treasury bonds, corporate bonds, performance evaluation
step-up bonds, rating-triggered, credit risk, reduced form models, Jarrow Lando Turnbull
credit default swaps, credit risk, default risk, market prices, credit derivatives, default-free interest rates, empirical models
Ibbotson, default premium, corporate bonds, long-term data series
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