Stephanie Heck

HEC-Management School of the University of Liège

Rue Louvrex 14

Liege, 4000

  • HEC-Management School of the University of Liège

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Liquidity Patterns in the U.S. Corporate Bond Market

28th Australasian Finance and Banking Conference
Number of pages: 36 Posted: 20 Aug 2015 Last Revised: 21 Apr 2018
Stephanie Heck, Dimitris Margaritis and Aline Muller
HEC-Management School of the University of Liège, University of Auckland Business School and HEC Management School University of Liège
Downloads 375 (112,175)
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Idiosyncratic liquidity, Liquidity commonality, Yield spreads

2.

Comoment Risk in Corporate Bond Yields and Returns

Number of pages: 42 Posted: 10 Oct 2017 Last Revised: 09 May 2018
Pascal Francois, Stephanie Heck, Georges Hübner and Thomas Lejeune
HEC Montreal - Department of Finance, HEC-Management School of the University of Liège, HEC Liège and National Bank of Belgium
Downloads 113 (334,097)
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Credit risk, Bond returns, Comoment risk

3.

A repeat-sales index for pricing US corporate bonds

Finance, Vol.37, n°2
Number of pages: 38 Posted: 21 May 2016 Last Revised: 13 May 2018
Renaud Beaupain and Stephanie Heck
Catholic University of Lille - IESEG School of Management and HEC-Management School of the University of Liège
Downloads 13 (762,098)

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Repeat-sales index, asset pricing, corporate bonds