Working Papers

Filter by type:

–°orporate Bond Price Reversals [new version]

Details PDF

Transaction costs and capacity of systematic corporate bond strategies

Details

(In)frequently Traded Corporate Bonds

Details PDF

Credit Spreads, Daily Business Cycle, and Corporate Bond Returns Predictability

Details PDF

Leverage Constraints, Macroeconomic Shocks, and Credit Spreads: a General Equilibrium Approach

Details