105 St George St
Toronto, ON M5S3E6
Canada
University of Toronto
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Event Study, Corporate Bond, Federal Reserve, Quantitative Easing, COVID-19 Pandemic
credit spreads, credit risk, default, bonds, Merton model
Corporate bond liquidity and returns, dealer intermediation, return predictability
Credit Risk, Variance Decomposition, Fixed Income
Credit Risk, Corporate Bonds, Book-to-Market, Market Efficiency, Transaction Costs, Point-in-Time
This is a National Bureau of Economic Research Paper. NBER charges a fee of $5.00 for this paper.
File name: nber.pdf Size: 0K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Collateralized Loan Obligation, Fire sales, Leveraged loan, Shadow banking, Stress test, Systemic risk
option trading; trademark; brand development
Corporate Bond, Long-Run Consumption Risk, Cross-Section Test
Credit Risk, Fixed Income Asset Pricing, Credit Cycle, Empirical Asset Pricing
Corporate credit spreads, Structural credit risk models, the Merton model, Fixed income asset pricing
Corporate credit spreads, Credit spread puzzle, Structural credit risk models, Endogenous Liquidity, Search, Credit default swaps, Fixed income asset pricing
Disagreement, Liquidity, Informational Efficiency, Corporate Bonds, Post Earnings Announcement Drift
