Empirical analysis of credit spread changes of US corporate bonds
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DOI: 10.1016/j.irfa.2012.06.011
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Cited by:
- Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C., 2014. "Corporate yield spreads and real interest rates," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 89-100.
- Rong-Xi Zhou & Ya-Hui Xiong & Tian-Hao Liu & Jing Li, 2019. "Macroeconomic Determinants of Credit Spreads: An Empirical Comparison between Chinese and American Corporate Bonds," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(5), pages 604-616, May.
More about this item
Keywords
Credit spreads; Interest rate risk; Credit risk; Equity factor;JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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