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The Analytics Of Relative Holding-Period Risks For Bonds

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  • Duane Stock

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  • 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.
    • Handle: RePEc:bla:jfnres:v:15:y:1992:i:3:p:253-263
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1992.tb00803.x
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. Chang, Eric C. & Pinegar, J. Michael, 1986. "Return seasonality and tax-loss selling in the market for long-term government and corporate bonds," Journal of Financial Economics, Elsevier, vol. 17(2), pages 391-415, December.
    4. Boquist, John A & Racette, George A & Schlarbaum, Gary G, 1975. "Duration and Risk Assessment for Bonds and Common Stocks," Journal of Finance, American Finance Association, vol. 30(5), pages 1360-1365, December.
    5. Jarrow, Robert A, 1978. "The Relationship between Yield, Risk and Return of Corporate Bonds," Journal of Finance, American Finance Association, vol. 33(4), pages 1235-1240, September.
    6. Soldofsky, Robert M & Miller, Roger L, 1969. "Risk Premium Curves for Different Classes of Long-Term Securities, 1950-1966," Journal of Finance, American Finance Association, vol. 24(3), pages 429-445, June.
    7. Rao, Ramesh K. S., 1982. "The Impact of Yield Changes on the Systematic Risk of Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(1), pages 115-127, March.
    8. Chang, Eric C. & Huang, Roger D., 1990. "Time-Varying Return and Risk in the Corporate Bond Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(3), pages 323-340, September.
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