Campus de San Vicente
Carretera San Vicente del Raspeig
San Vicente del Raspeig, Alicante 03690
University of Alicante
individual corporate bonds, stock–bond return correlation, idiosyncratic risk, economic cycles
Performance Measure, Ranking, Stochastic Dominance, Skewness
Stochastic discount factor, economic fears, distance between probability measures, volatility of stochastic discount factor, consumption
corporate bonds issuances, liquidity, market timing, multi-way cluster, panel data, rating
stochastic discount factor, market-wide illiquidity, illiquidity risk, illiquidity spillovers, asset pricing
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individual stock‐bond correlation, leverage, idiosyncratic risk, economic cycles, speed of adjustment, target capital structure
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