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The Association between Market-Determined Risk Measures for Bonds and Bond Ratings

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  • Reilly, Frank K
  • Joehnk, Michael D

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  • Reilly, Frank K & Joehnk, Michael D, 1976. "The Association between Market-Determined Risk Measures for Bonds and Bond Ratings," Journal of Finance, American Finance Association, vol. 31(5), pages 1387-1403, December.
    • Handle: RePEc:bla:jfinan:v:31:y:1976:i:5:p:1387-1403
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    Citations

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    Cited by:

    1. George G. Kaufman, 1980. "Duration, Planning Period, And Tests Of The Capital Asset Pricing Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 1-9, March.
    2. David Yechiam Aharon & Yossi Yagil, 2019. "The Impact of Financial Leverage on Shareholders’ Systematic Risk," Sustainability, MDPI, vol. 11(23), pages 1-23, November.
    3. Duane Stock, 1992. "The Analytics Of Relative Holding-Period Risks For Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(3), pages 253-263, September.
    4. Volker G. Heinke, 2006. "Credit spread volatility, bond ratings and the risk reduction effect of watchlistings," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 293-303.
    5. Thomas Lagner & Dodozu Knyphausen‐Aufseß, 2012. "Rating Agencies as Gatekeepers to the Capital Market: Practical Implications of 40 Years of Research," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 21(3), pages 157-202, August.
    6. Richard M. Duvall & John M. Cheney, 1984. "Bond Beta And Default Risk," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(3), pages 243-254, September.
    7. Richard W. McEnally & Calvin M. Boardman, 1979. "Aspects Of Corporate Bond Portfolio Diversification," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(1), pages 27-36, March.
    8. Christian Klein & Christoph Stellner, 2014. "The systematic risk of corporate bonds: default risk, term risk, and index choice," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(1), pages 29-61, February.
    9. Ali Jahankhani & George E. Pinches, 1982. "Duration And The Nonstationarity Of Systematic Risk For Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 151-160, June.
    10. Tom Barnes, 1985. "Markowitz Allocation–Fixed Income Securities," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(3), pages 181-191, September.

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