US Corporate Bond Yield Spread. A default risk debate
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- Syed Muhammad Noaman Ahmed Shah & Mazen Kebewar, 2013. "US Corporate Bond Yield Spread : A default risk debate," Papers 1303.3391, arXiv.org.
References listed on IDEAS
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More about this item
Keywords
Default risk; Credit spread; Risk-aversion; Measurement error; Index construction;JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2013-06-04 (All new papers)
- NEP-FMK-2013-06-04 (Financial Markets)
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