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The Effect Of Call Risk On Corporate Bond Yields

Author

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  • Frank C. Jen
  • James E. Wert

Abstract

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Suggested Citation

  • Frank C. Jen & James E. Wert, 1967. "The Effect Of Call Risk On Corporate Bond Yields," Journal of Finance, American Finance Association, vol. 22(4), pages 637-651, December.
    • Handle: RePEc:bla:jfinan:v:22:y:1967:i:4:p:637-651
    DOI: j.1540-6261.1967.tb00298.x
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    Citations

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    Cited by:

    1. William E. Mitchell, 1979. "Debt Refunding: The State and Local Government Sector," Public Finance Review, , vol. 7(3), pages 323-337, July.
    2. Zvi Bodie & Benjamin M. Friedman, 1977. "Heterogeneous-Expectations Model of the Value of Bonds Bearing Call Options," NBER Working Papers 0218, National Bureau of Economic Research, Inc.
    3. John C. Banko & Lei Zhou, 2010. "Callable Bonds Revisited," Financial Management, Financial Management Association International, vol. 39(2), pages 613-641, June.
    4. Stephanie Heck, 2022. "Corporate bond yields and returns: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(2), pages 179-201, June.
    5. Bodie, Zvi & Friedman, Benjamin M, 1978. "Interest Rate Uncertainty and the Value of Bond Call Protection," Journal of Political Economy, University of Chicago Press, vol. 86(1), pages 19-43, February.
    6. Sudipto Sarkar, 2004. "Yield spreads, agency costs and the corporate bond call feature," The European Journal of Finance, Taylor & Francis Journals, vol. 10(4), pages 308-327.
    7. Timothy Q. Cook & Patric H. Hendershott, 1977. "The risk-free U.S. bond rate : errors in construction and use in econometric work," Working Paper 77-03, Federal Reserve Bank of Richmond.
    8. Randall S. Billingsley & Robert E. Lamy & G. Rodney Thompson, 1986. "Valuation Of Primary Issue Convertible Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(3), pages 251-259, September.

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