Historic Changes in the High Yield Bond Market
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DOI: 10.1111/j.1745-6622.2009.00240.x
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References listed on IDEAS
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- Pablo Kurlat, 2017. "The Social Value of Financial Expertise," 2017 Meeting Papers 134, Society for Economic Dynamics.
- Frank Reilly & David Wright & James Gentry, 2010. "An analysis of credit risk spreads for high yield bonds," Review of Quantitative Finance and Accounting, Springer, vol. 35(2), pages 179-205, August.
- Dufour, Alfonso & Stancu, Andrei & Varotto, Simone, 2017.
"The equity-like behaviour of sovereign bonds,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 25-46.
- Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014. "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance icma-dp2014-16, Henley Business School, University of Reading.
- Jones Paul M. & O’Steen Haley, 2018. "Time-varying correlations and Sharpe ratios during quantitative easing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-11, February.
- De Pace, Pierangelo & Weber, Kyle D., 2013. "High yield spreads, real economic activity, and the financial accelerator," Economics Letters, Elsevier, vol. 121(3), pages 346-355.
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