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- catalog abstract "This paper presents a pricing model for defaultable bonds. Default is defined by a cash flow, not value, covenant. The cash flow (total distributions) yield is stochastic. We find that different sources of volatility, cash flow versus discount rate news, affect prices asymmetrically. Controlling for total asset return volatility, cash flow volatility is still important for bond pricing.".
- catalog contributor b12944750.
- catalog contributor b12944751.
- catalog contributor b12944752.
- catalog contributor b12944753.
- catalog created "c2003.".
- catalog date "2003".
- catalog date "c2003.".
- catalog dateCopyrighted "c2003.".
- catalog description "Includes bibliographical references.".
- catalog description "This paper presents a pricing model for defaultable bonds. Default is defined by a cash flow, not value, covenant. The cash flow (total distributions) yield is stochastic. We find that different sources of volatility, cash flow versus discount rate news, affect prices asymmetrically. Controlling for total asset return volatility, cash flow volatility is still important for bond pricing.".
- catalog extent "14 p. :".
- catalog isPartOf "Working paper (Harvard Business School. Division of Research) ; 03-046.".
- catalog isPartOf "Working paper / Division of Research, Harvard Business School ; 03-046".
- catalog issued "2003".
- catalog issued "c2003.".
- catalog language "eng".
- catalog publisher "[Boston] : Division of Research, Harvard Business School,".
- catalog title "Corporate bond pricing and different sources of asset return volatility / George Chacko, Peter Hecht and Jens Hilscher.".
- catalog type "text".