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The Differential Effects Of Sinking Funds On Bond Risk Premia

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  • W. Brian Barrett
  • Andrea J. Heuson
  • Robert W. Kolb

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  • W. Brian Barrett & Andrea J. Heuson & Robert W. Kolb, 1986. "The Differential Effects Of Sinking Funds On Bond Risk Premia," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(4), pages 303-312, December.
    • Handle: RePEc:bla:jfnres:v:9:y:1986:i:4:p:303-312
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1986.tb00462.x
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    References listed on IDEAS

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    1. Boardman, Calvin M. & McEnally, Richard W., 1981. "Factors Affecting Seasoned Corporate Bond Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(2), pages 207-226, June.
    2. Gultekin, N Bulent & Rogalski, Richard J, 1984. "Alternative Duration Specifications and the Measurement of Basis Risk: Empirical Tests," The Journal of Business, University of Chicago Press, vol. 57(2), pages 241-264, April.
    3. Dyl, Edward A & Joehnk, Michael D, 1979. "Sinking Funds and the Cost of Corporate Debt," Journal of Finance, American Finance Association, vol. 34(4), pages 887-893, September.
    4. Benson, Earl D & Rogowski, Robert J, 1978. "The Cyclical Behavior of Risk Spreads on New Municipal Issues," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 10(3), pages 348-362, August.
    5. Frank C. Jen & James E. Wert, 1966. "Imputed Yields Of A Sinking Fund Bond And The Term Structure Of Interest Rates," Journal of Finance, American Finance Association, vol. 21(4), pages 697-713, December.
    6. Yawitz, Jess B., 1978. "Risk Premia on Municipal Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(3), pages 475-485, September.
    7. McInish, Thomas H., 1980. "Behavior of municipal bond default-risk premiums by maturity," Journal of Business Research, Elsevier, vol. 8(4), pages 413-418, December.
    8. Barrett, W Brian & Heuson, Andrea J & Kolb, Robert W, 1986. "The Effect of Three Mile Island on Utility Bond Risk Premia: A Note," Journal of Finance, American Finance Association, vol. 41(1), pages 255-261, March.
    9. Benson, Earl D. & Kidwell, David S. & Koch, Timothy W. & Rogowski, Robert J., 1981. "Systematic Variation in Yield Spreads for Tax-Exempt General Obligation Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(5), pages 685-702, December.
    10. Jess B. Yawitz & William J. Marshall, 1981. "The Shortcomings Of Duration As A Risk Measure For Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(2), pages 91-101, June.
    11. Ho, Thomas & Singer, Ronald F, 1984. "The Value of Corporate Debt with a Sinking-Fund Provision," The Journal of Business, University of Chicago Press, vol. 57(3), pages 315-336, July.
    12. Van Horne, James C., 1979. "Behavior of default-risk premiums for corporate bonds and commercial paper," Journal of Business Research, Elsevier, vol. 7(4), pages 301-313, December.
    13. Roland Robinson, 1960. "Postwar Market for State and Local Government Securities," NBER Books, National Bureau of Economic Research, Inc, number robi60-1.
    14. Kidwell, David S & Trzcinka, Charles A, 1979. "The Risk Structure of Interest Rates and the Penn-Central Crisis," Journal of Finance, American Finance Association, vol. 34(3), pages 751-760, June.
    15. Robichek, Alexander A & Niebuhr, W David, 1970. "Tax-Induced Bias in Reported Treasury Yields," Journal of Finance, American Finance Association, vol. 25(5), pages 1081-1090, December.
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