Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices

We examine the question of the determinants of corporate bond credit spreads using both weekly and monthly option-adjusted spreads for nine corporate bond indexes from Merrill Lynch from January 1997 to July 2002. (...)

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Year of publication:	2003-06-01
Authors:	Huang, Jing-zhi ; Kong, Weipeng
Publisher:	Salomon Center <New York, NY>
Subject:	Spread \| Anleihe \| Empirische Forschung \| empirical research

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Extent:	830464 bytes 35 p. application/pdf
Series:	NYU Salomon Center for the Study of Financial Institutions - Credit & Debt Markets - Publications Working Paper Series CREDIT & DEBT MARKETS ; S-CDM-03-08
Type of publication:	Book / Working Paper
Language:	English
Classification:	Financial theory ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005846904