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Income uncertainty, substitution effect and relative yield spreads

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  • Xu, Kuan

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  • Xu, Kuan, 1998. "Income uncertainty, substitution effect and relative yield spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(2), pages 217-225.
    • Handle: RePEc:eee:quaeco:v:38:y:1998:i:2:p:217-225
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    References listed on IDEAS

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    1. Trzcinka, Charles A, 1982. "The Pricing of Tax-Exempt Bonds and the Miller Hypothesis," Journal of Finance, American Finance Association, vol. 37(4), pages 907-923, September.
    2. Skelton, Jeffrey L., 1983. "Banks, firms and the relative pricing of tax-exempt and taxable bonds," Journal of Financial Economics, Elsevier, vol. 12(3), pages 343-355, November.
    3. Kochin, Levis A & Parks, Richard W, 1988. " Was the Tax-Exempt Bond Market Inefficient or Were Future Expected Tax Rates Negative?," Journal of Finance, American Finance Association, vol. 43(4), pages 913-931, September.
    4. Mitchell, Karlyn & McDade, Michael D, 1992. "Preferred Habitat, Taxable/Tax-Exempt Yield Spreads, and Cycles in Property/Liability Insurance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(4), pages 528-552, November.
    5. Piros, Christopher D, 1987. "Taxable vs. Tax-Exempt Bonds: A Note on the Effect of Uncertain Taxable Income," Journal of Finance, American Finance Association, vol. 42(2), pages 447-451, June.
    6. Lucas, Robert E, Jr, 1978. "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, vol. 46(6), pages 1429-1445, November.
    7. Miller, Merton H, 1977. "Debt and Taxes," Journal of Finance, American Finance Association, vol. 32(2), pages 261-275, May.
    8. Buser, Stephen A. & Hess, Patrick J., 1986. "Empirical determinants of the relative yields on taxable and tax-exempt securities," Journal of Financial Economics, Elsevier, vol. 17(2), pages 335-355, December.
    9. Green, Richard C, 1993. "A Simple Model of the Taxable and Tax-Exempt Yield Curves," The Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 233-264.
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