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Structural models of corporate bond pricing with personal taxes
Howard Qi
, Sheen Liu, Chunchi Wu
Research output
:
Contribution to journal
›
Article
›
peer-review
16
Scopus citations
Overview
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Dive into the research topics of 'Structural models of corporate bond pricing with personal taxes'. Together they form a unique fingerprint.
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Business & Economics
Personal Taxes
100%
Bond Pricing
99%
Structural Model
96%
Corporate Bonds
81%
Calibration
55%
Individual Model
45%
Maximum Likelihood Estimation
32%
Liquidity
28%
Factors
24%
Bond Spreads
24%
Structural Approach
22%
Default Probability
22%
Yield Spread
21%
Performance
20%
Estimation Method
17%
Integrated
10%