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
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: JBFA.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
individual stock‐bond correlation, leverage, idiosyncratic risk, economic cycles, speed of adjustment, target capital structure
This page was processed by aws-apollo4 in 0.221 seconds