Historic Changes in the High Yield Bond Market
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- Kein, D.B. & Blume, M.E., 1991. "Risk and Returns of low-Grade Bonds: An Update," Weiss Center Working Papers 15-91, Wharton School - Weiss Center for International Financial Research.
- Edward I. Altman, 1990. "Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns," Journal of Applied Corporate Finance, Morgan Stanley, vol. 3(2), pages 82-95.
- Martin S. Fridson, 1994. "The State Of The High Yield Bond Market: Overshooting Or Return To Normalcy?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 7(1), pages 85-85.
- Asquith, Paul & Mullins, David W, Jr & Wolff, Eric D, 1989. " Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls," Journal of Finance, American Finance Association, vol. 44(4), pages 923-952, September.
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- Marshall E. Blume & Donald B. Keim, "undated". "Risks and Returns of Low-Grade Bonds: An Update (Reprint 027)," Rodney L. White Center for Financial Research Working Papers 15-91, Wharton School Rodney L. White Center for Financial Research.
- Jon Frye, 2000. "Depressing recoveries," Emerging Issues, Federal Reserve Bank of Chicago, issue Oct.
- Edward I. Altman & Brooks Brady & Andrea Resti & Andrea Sironi, 2005. "The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications," The Journal of Business, University of Chicago Press, vol. 78(6), pages 2203-2228, November.
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Cited by:
- repec:eee:intfin:v:48:y:2017:i:c:p:25-46 is not listed on IDEAS
- 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.
- 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, Reading University.
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