Capital Structure Priority Effects in Durations, Stock-Bond Comovements, and Factor Pricing Models

Keyphrases

• Capital Structure 100%
• Priority Effects 100%
• Corporate Security 100%
• Stock-bond Comovement 100%
• Factor Pricing Model 100%
• Model Regression 50%
• Interest Rate Risk 50%
• Corporate Government 50%
• Default Risk 50%
• Market Model 50%
• Low Priority 50%
• Standard Terms 50%
• Cross-sectional Variation 50%
• Traditional Market 50%
• High Leverage 50%
• Corporate Bonds 50%
• Firm Leverage 50%
• Bond betas 50%
• Factor Pricing 50%
• Government Bond Returns 50%

Economics, Econometrics and Finance

• Capital Structure 100%
• Time Series 50%
• Pricing 50%
• Corporate Bond 50%
• Public Bond 50%
• Interest Rate 50%