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Systematic Return Risk And The Call Risk Of Corporate Debt Instruments

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  • Michael G. Ferri

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  • Michael G. Ferri, 1978. "Systematic Return Risk And The Call Risk Of Corporate Debt Instruments," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 1(1), pages 1-13, December.
    • Handle: RePEc:bla:jfnres:v:1:y:1978:i:1:p:1-13
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1978.tb00001.x
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    References listed on IDEAS

    as
    1. McEnally, Richard W, 1972. "Risk-Premium Curves for Different Classes of Long-Term Securities, 1950-1966: Comment," Journal of Finance, American Finance Association, vol. 27(4), pages 933-939, September.
    2. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    3. 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.
    4. Silvers, J B, 1973. "An Alternative to the Yield Spread as a Measure of Risk," Journal of Finance, American Finance Association, vol. 28(4), pages 933-955, September.
    5. Gordon Pye, 1967. "The Value Of Call Deferment On A Bond: Some Empirical Results," Journal of Finance, American Finance Association, vol. 22(4), pages 623-636, December.
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    Cited by:

    1. 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.

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