The asymmetric predictability of high-yield bonds

North American Journal of Economics and Finance

Volumn 29, Issue , 2014, Pages 146-155

  Zhang, Tai Wei ^a   Wu, Wei Hwa ^a  

^a MING CHUAN UNIVERSITY   (Taiwan)

Author keywords

Embedded options; High yield bonds; Market condition; Predictability; VAR

Indexed keywords

EID: 84903547450     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2014.06.001     Document Type: Article

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