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| Author: | Chang, E. C. Huang, R. |
| Title: | Time-varying return and risk in the corporate bond market. |
| Journal: | Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 323-340 |
| Index terms: | BOND MARKETS |
| Language: | eng |
| Abstract: | Examination of pricing of exchange traded long-term corporate bond portfolios. Theoretical and econometric specifications. Statistical procedures. Bond data. Portfolio construction. Empirical results. Tests: return predictability, intertemporal latent variable models. Seven Tables illustrate the study. |
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