Reference health
Inflation, Default, and Corporate Bond Returns
1 of 46 checkable references need attention · checked 2026-08-27
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
19 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
marked retracted — notice via Crossref, record curated by Retraction Watch10.1016/j.jfineco.2018.08.002
RETRACTED: Common risk factors in the cross-section of corporate bond returns
The 45 checked references that resolve
resolves10.1016/S0304-3932(03)00032-1
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
resolves10.1017/S0022109023001102
The Macroeconomic Uncertainty Premium in the Corporate Bond Market—Corrigendum
resolves10.1111/j.1538-4616.2010.00332.x
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields
resolves10.1257/aer.20110306
Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
resolves10.1017/S0022109017000916
Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices
resolves10.1111/j.1540-6261.2005.00797.x
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
resolves10.1111/j.1540-6261.1995.tb04037.x
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/j.jfineco.2025.104027
Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds
resolves10.1016/j.jfineco.2007.10.006
Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds☆
resolves10.1016/j.jfineco.2005.02.004
A consumption-based model of the term structure of interest rates☆
The 19 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedPrice rigidities and credit risk
no DOI — not checkedref11
no DOI — not checkedref19
no DOI — not checkedStock returns and inflation: A long-horizon perspective
no DOI — not checkedref26
no DOI — not checkedref27
no DOI — not checkedInflation risk and the finance-growth nexus
no DOI — not checkedOne asset does not fit all: Inflation hedging by index and horizon
no DOI — not checkedMonetary policy and the financing of firms
no DOI — not checkedref40
no DOI — not checkedref43
no DOI — not checkedref45
no DOI — not checkedref46
no DOI — not checkedCommon factors in corporate bond returns
no DOI — not checkedref51
no DOI — not checkedInflation and security returns
no DOI — not checkedOn the pricing of corporate debt: The risk structure of interest rates
no DOI — not checkedref64
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work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
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