Economic Policy Uncertainty and the Cross-Section of Corporate Bond Returns
Document Type
Article
Publication Date
6-1-2022
Abstract
This article finds that economic policy uncertainty (EPU) is a systematic risk factor priced in the cross-section of corporate bonds. Bonds with high EPU beta have low expected returns, and this negative premium is robust to controlling for conventional risk factors, bond characteristics, and macroeconomic conditions and uncertainty. The effect of policy risk is pervasive, stronger for speculative-grade bonds, and priced in both US and foreign markets. The EPU risk effect is greater for firms that have higher earnings exposure to policy uncertainty, dependence on external financing, and effective tax rates; those with lower pre-tax interest coverage; and those that operate in regulation-intensive industries.
Identifier
85135441607 (Scopus)
Publication Title
Journal of Fixed Income
External Full Text Location
https://doi.org/10.3905/jfi.2022.1.134
ISSN
10598596
First Page
6
Last Page
44
Issue
1
Volume
32
Recommended Citation
Tao, Xinyuan; Wang, Bo; Wang, Junbo; and Wu, Chunchi, "Economic Policy Uncertainty and the Cross-Section of Corporate Bond Returns" (2022). Faculty Publications. 2922.
https://digitalcommons.njit.edu/fac_pubs/2922