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Bond Beta And Default Risk

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  • Richard M. Duvall
  • John M. Cheney

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  • 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.
    • Handle: RePEc:bla:jfnres:v:7:y:1984:i:3:p:243-254
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1984.tb00374.x
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    References listed on IDEAS

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    1. W. Braddock Hickman, 1960. "Statistical Measures of Corporate Bond Financing since 1900," NBER Books, National Bureau of Economic Research, Inc, number hick60-1.
    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. W. Braddock Hickman, 1958. "Index to "Corporate Bond Quality and Investor Experience"," NBER Chapters, in: Corporate Bond Quality and Investor Experience, pages 531-536, National Bureau of Economic Research, Inc.
    4. Alexander, Gordon J., 1980. "Applying the Market Model to Long-Term Corporate Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(5), pages 1063-1080, December.
    5. Weinstein, Mark, 1981. "The Systematic Risk of Corporate Bonds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(3), pages 257-278, September.
    6. W. Braddock Hickman, 1958. "Corporate Bond Quality and Investor Experience," NBER Books, National Bureau of Economic Research, Inc, number hick58-1.
    7. Kraus, Alan & Litzenberger, Robert H, 1976. "Skewness Preference and the Valuation of Risk Assets," Journal of Finance, American Finance Association, vol. 31(4), pages 1085-1100, September.
    8. 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.
    9. 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.
    10. Rubinstein, Mark E, 1973. "A Comparative Statics Analysis of Risk Premiums," The Journal of Business, University of Chicago Press, vol. 46(4), pages 605-615, October.
    11. Livingston, Miles, 1978. "Duration and Risk Assessment for Bonds and Common Stocks: A Note," Journal of Finance, American Finance Association, vol. 33(1), pages 293-295, March.
    12. W. Braddock Hickman, 1958. "Introduction and Summary of Findings to "Corporate Bond Quality and Investor Experience"," NBER Chapters, in: Corporate Bond Quality and Investor Experience, pages 3-27, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Simon Krotter & Andreas Schüler, 2013. "Empirische Ermittlung von Eigen-, Fremd- und Gesamtkapitalkosten: eine Untersuchung deutscher börsennotierter Aktiengesellschaften," Schmalenbach Journal of Business Research, Springer, vol. 65(5), pages 390-433, September.

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