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Leverage Expectations and Bond Credit Spreads:
Flannery, Mark J.
;
Nikolova, Stanislava (Stas)
;
Öztekin, Özde
The Journal of Financial and Quantitative Analysis. 47 (2012) 4 - p. 689-714 , 2012
Link:
https://www.jstor.org/stable/41653620
RT Journal T1
Leverage Expectations and Bond Credit Spreads
UL https://suche.suub.uni-bremen.de/peid=jstor-41653620&Exemplar=1&LAN=DE A1 Flannery, Mark J. A1 Nikolova, Stanislava (Stas) A1 Öztekin, Özde PB Cambridge University Press YR 2012 SN 0022-1090 SN 1756-6916 K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial management K1 Financial leverage K1 Applied economics K1 Economic modeling K1 Economic models K1 Economic forecasting models K1 Yield curves K1 Financial instruments K1 Financial securities K1 Financial bonds K1 Corporate bonds K1 Financial investments K1 Investors K1 Business K1 Business administration K1 Business management K1 Capital management K1 Capital structure K1 Business economics K1 Corporate finance K1 Pecking order theory K1 Economic research K1 Economic analysis K1 Economic value K1 Market value K1 Mathematics K1 Pure mathematics K1 Algebra K1 Coefficients K1 Financial markets K1 Debt market JF The Journal of Financial and Quantitative Analysis VO 47 IS 4 SP 689 OP 714 LK http://dx.doi.org/https://www.jstor.org/stable/41653620 DO https://www.jstor.org/stable/41653620 SF ELIB - SuUB Bremen
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