The Past, Present, and Future of Low-Risk Corporate Bonds
The research indicates that low-risk corporate bonds yield high returns due to leverage-constrained investors 'reaching for yield', and presents new systematic volatility measures for all bonds.
Featured in No. 16 on 21 Sep 2023 · 3 days after release · 0 citations today
- Released
- 18 Sep 2023
- First featured
- No. 16 · 21 Sep 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4574834
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).