Can an equity structure dominate the risk-return profile of corporate bonds?
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DOI: 10.1057/s41260-021-00213-5
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More about this item
Keywords
Equity derivatives; Synthetisation; Market continuum; Corporate bonds; Rating; Probability of default;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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