Corporate bond returns and volatility

Financial Review

Volumn 43, Issue 1, 2008, Pages 1-26

  Cai, Nianyun ^a   Jiang, Xiaoquan ^b  

^a UNIVERSITY OF MICHIGAN DEARBORN   (United States)

^b FLORIDA INTERNATIONAL UNIVERSITY   (United States)

Author keywords

Corporate bond return; Decomposition; Dynamic relation; Volatility

Indexed keywords

EID: 84975047839     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2007.00184.x     Document Type: Article

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