RETURN AND PRICE VOLATILITY OF BONDS WITH DIFFERENT CREDIT RISK

被引：1
|
作者：
STOCK, D
SCHREMS, EL
机构：
来源：
JOURNAL OF ECONOMICS AND BUSINESS | 1984年 / 36卷 / 03期
关键词：
D O I：
10.1016/0148-6195(84)90001-8
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：291 / 306
页数：16
相关论文
共 50 条
  • [31] The Volatility Risk of Stock Price and Its Defusing
    Chen, Fei
    Huang, Zexian
    INTERNATIONAL JOINT CONFERENCE ON COMPUTATIONAL SCIENCES AND OPTIMIZATION, VOL 2, PROCEEDINGS, 2009, : 512 - 516
  • [32] Return and volatility transmission between oil price shocks and agricultural commodities
    Umar, Zaghum
    Gubareva, Mariya
    Naeem, Muhammad
    Akhter, Ayesha
    PLOS ONE, 2021, 16 (02):
  • [33] The impact of oil price shocks on the stock market return and volatility relationship
    Kang, Wensheng
    Ratti, Ronald A.
    Yoon, Kyung Hwan
    JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2015, 34 : 41 - 54
  • [34] Understanding the price of volatility risk in carry trades
    Ahmed, Shamim
    Valente, Giorgio
    JOURNAL OF BANKING & FINANCE, 2015, 57 : 118 - 129
  • [35] RETURN DISPERSION AND PRICE VOLATILITY: A MODERATED ANALYSIS ON PORTFOLIO MANAGEMENT STRATEGIES
    Najmudin
    Arintoko
    Sudarto
    Utomo, M. N.
    POLISH JOURNAL OF MANAGEMENT STUDIES, 2024, 29 (02): : 255 - 271
  • [36] RISK PREMIA AND PRICE VOLATILITY IN FUTURES MARKETS
    YOO, J
    MADDALA, GS
    JOURNAL OF FUTURES MARKETS, 1991, 11 (02) : 165 - 177
  • [37] Credit Risk Assessment and Monitoring of TIF Bonds
    Bae, Deog Sang
    Damnjanovic, Ivan
    JOURNAL OF STRUCTURED FINANCE, 2018, 23 (04): : 57 - 68
  • [38] House price return volatility patterns in Turkey, Istanbul, Ankara and Izmir
    Coskun, Yener
    Ertugrul, Hasan Murat
    JOURNAL OF EUROPEAN REAL ESTATE RESEARCH, 2016, 9 (01) : 26 - 51
  • [39] Carbon price volatility and financial risk management
    Sadorsky, Perry
    JOURNAL OF ENERGY MARKETS, 2014, 7 (01) : 83 - 102
  • [40] The Influence of Jumping Risk and Volatility Risk on TAIEX Option Return
    Lee, Wei-Long
    Hsieh, Ching-Tang
    Huang, Jui-Chan
    Wu, Tzu-Jung
    APPLIED MATHEMATICS AND COMPUTER SCIENCE, 2017, 1836
12345