Publications and communications of Stéphanie Heck

François, P., Heck, S., Hübner, G., & Lejeune, T. (27 April 2022). Comoment risk in corporate bond yields and returns. Journal of Financial Research, 45 (3), 471-512. doi:10.1111/jfir.12281

Heck, S. (2021). Corporate bond yields and returns: a survey. Financial Markets and Portfolio Management. doi:10.1007/s11408-021-00394-4

Heck, S. (2016). The dynamics of market, credit and liquidity risk in the US corporate bond market [Doctoral thesis, ULiège - Université de Liège]. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/203690

Beaupain, R., & Heck, S. (14 October 2016). Repeat-sales price indices for the US corporate bond market: Index quality and asset pricing tests [Paper presentation]. 4th PhD Colloquium jointly organized by Aachen, Liège, Luxembourg and Maastricht.

Beaupain, R., & Heck, S. (16 May 2016). Repeat-sales indices for the US corporate bond market: Index quality and asset pricing tests [Paper presentation]. Belgian Finance Research Forum.

Beaupain, R., & Heck, S. (2016). A repeat-sales index for pricing US corporate bonds. Finance, 37 (2), 75-117.

Heck, S., Margaritis, D., & Muller, A. (18 December 2015). Liquidity patterns in the US corporate bond market [Paper presentation]. Australasian Finance and Banking Conference.

Heck, S., Margaritis, D., & Muller, A. (19 November 2015). Liquidity patterns in the US corporate bond market [Paper presentation]. 6th Annual Financial Market Liquidity Conference, Budapest, Hungary.

François, P., Heck, S., Hübner, G., & Lejeune, T. (02 October 2015). The systematic price of credit risk [Paper presentation]. Research seminar AIX Marseille Université, Aix en Provence, France.

François, P., Heck, S., Hübner, G., & Lejeune, T. (01 June 2015). The systematic price of credit risk [Paper presentation]. 32nd International Conference of the French Finance Association, Cergy, France.

Heck, S., Margaritis, D., & Muller, A. (13 December 2014). Liquidity patterns on the US corporate bond market [Paper presentation]. World Finance and Banking Symposium, Singapore, Singapore.

Heck, S., & Muller, A. (September 2011). Japanese central bank interventions and the dispersion of individual exchange rate expectations: differential impact on four moment characteristics. International Journal of Behavioural Accounting and Finance, 2 (2), 152-177.