RISK PREMIA AND THE PRICING OF PRIMARY ISSUE BONDS

被引：25

作者：

LAMY, RE

THOMPSON, GR

机构：

来源：

JOURNAL OF BANKING & FINANCE | 1988年 / 12卷 / 04期

关键词：

D O I：

10.1016/0378-4266(88)90022-2

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：585 / 601

页数：17

共 36 条

[1]

[Anonymous], [No title captured]

[2] THE DIFFERENTIAL-EFFECTS OF SINKING FUNDS ON BOND RISK PREMIA [J].

BARRETT, WB ;

HEUSON, AJ ;

KOLB, RW .

JOURNAL OF FINANCIAL RESEARCH, 1986, 9 (04) :303-312

[3] SYSTEMATIC VARIATION IN YIELD SPREADS FOR TAX-EXEMPT GENERAL OBLIGATION BONDS [J].

BENSON, ED ;

KIDWELL, DS ;

KOCH, TW ;

ROGOWSKI, RJ .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1981, 16 (05) :685-702

[4] CYCLICAL BEHAVIOR OF RISK SPREADS ON NEW MUNICIPAL ISSUES [J].

BENSON, ED ;

ROGOWSKI, RJ .

JOURNAL OF MONEY CREDIT AND BANKING, 1978, 10 (03) :348-362

[5] ANALYTIC MODEL OF BOND RISK DIFFERENTIALS [J].

BIERMAN, H ;

HASS, JE .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1975, 10 (05) :757-773

[6] VALUATION OF PRIMARY ISSUE CONVERTIBLE BONDS [J].

BILLINGSLEY, RS ;

LAMY, RE ;

THOMPSON, GR .

JOURNAL OF FINANCIAL RESEARCH, 1986, 9 (03) :251-259

[7] SPLIT RATINGS AND BOND REOFFERING YIELDS [J].

BILLINGSLEY, RS ;

LAMY, RE ;

MARR, MW ;

THOMPSON, GR .

FINANCIAL MANAGEMENT, 1985, 14 (02) :59-65

[8] EXTENT OF SEGMENTATION IN THE MUNICIPAL SECURITIES MARKET [J].

CAMPBELL, TS .

JOURNAL OF MONEY CREDIT AND BANKING, 1980, 12 (01) :71-83

[9]

CHIANG R, 1986, FINANCIAL REV, V21, P191

[10]

COOK TQ, 1978, J FINANC, V33, P1178

← 1 2 3 4 →