An analysis of credit risk spreads for high yield bonds
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 35 (2010)
Issue (Month): 2 (August)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
High yield bonds; Credit risk spreads; Default risk; Speculative grade; G01; G11; G12;
Find related papers by JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Frank K. Reilly & David J. Wright & James A. Gentry, 2009. "Historic Changes in the High Yield Bond Market," Journal of Applied Corporate Finance, Morgan Stanley, vol. 21(3), pages 65-79.
- Kein, D.B. & Blume, M.E., 1991. "Risk and Returns of low-Grade Bonds: An Update," Weiss Center Working Papers 15-91, Wharton School - Weiss Center for International Financial Research.
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