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An analysis of credit risk spreads for high yield bonds

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Author Info

  • Frank Reilly

    ()

  • David Wright

    ()

  • James Gentry

    ()

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    Abstract

    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s11156-009-0162-7
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    Bibliographic Info

    Article provided by Springer in its journal Review of Quantitative Finance and Accounting.

    Volume (Year): 35 (2010)
    Issue (Month): 2 (August)
    Pages: 179-205

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    Handle: RePEc:kap:rqfnac:v:35:y:2010:i:2:p:179-205

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    Web page: http://springerlink.metapress.com/link.asp?id=102990

    Related research

    Keywords: High yield bonds; Credit risk spreads; Default risk; Speculative grade; G01; G11; G12;

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    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.:
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    1. 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.
    2. 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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