A One-Factor Model of Corporate Bond Premia
Published Online:16 May 2023https://doi.org/10.1287/mnsc.2023.4784
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The replication files for this article are available HERE.
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Volume 70, Issue 3
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Pages 1343-2022, iii-iv
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- Received:October 01, 2021
- Accepted:August 31, 2022
- Published Online:May 16, 2023
Copyright © 2023, INFORMS
Cite as
Redouane Elkamhi, Chanik Jo, Yoshio Nozawa (2023) A One-Factor Model of Corporate Bond Premia. Management Science 70(3):1875-1900.
https://doi.org/10.1287/mnsc.2023.4784
Keywords
The authors thank Ricardo Aliouchkin, Antje Berndt, Alexandre Corhay, Asaf Manela, Ivan Shaliastovich, Masa Watanabe and Moto Yogo as well as conference participants at the American Finance Association Annual Meeting, Hong Kong University of Science and Technology, the Midwest Finance Association Annual Meeting, the Northern Finance Association Annual Meeting, and the Paris December Finance Meeting for helpful comments and suggestions.
