Author of the publication

On the importance of systematic risk factors in explaining the cross-section of corporate bond yield spreads

, and . Journal of Banking & Finance, 29 (12): 3141--3158 (December 2005)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Conditional performance measurement using portfolio weights: evidence for pension funds, and . Journal of Financial Economics, 65 (2): 249--282 (August 2002)On the importance of systematic risk factors in explaining the cross-section of corporate bond yield spreads, and . Journal of Banking & Finance, 29 (12): 3141--3158 (December 2005)Return reversals in the bond market: Evidence and causes, and . Journal of Banking & Finance, 28 (3): 569--593 (March 2004)