Lei Lu

Peking University - Guanghua School of Management

Peking University

Beijing, Beijing 100871

China

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Scholarly Papers (1)

1.

Prices and Volatilities in the Corporate Bond Market

Fisher College of Business Working Paper No. 2015-03-18, Charles A. Dice Center Working Paper No. 2015-18
Number of pages: 63 Posted: 29 Aug 2015
Jack Bao, Jia Chen, Kewei Hou and Lei Lu
University of Delaware - Department of Finance, Peking University - Guanghua School of Management, Ohio State University (OSU) - Department of Finance and Peking University - Guanghua School of Management
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Citation 1

Abstract:

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Bond volatility, Yield spreads, Credit risk, Illiquidity, Decomposition