Pricing corporate bonds and constructing credit curves in a developing country : the case of the Taiwan bond fund crisis
Shyan Yuan Lee, Wan-Jiun Paul Chiou, Yi-Fang Chung
| Year of publication: |
July 2017
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|---|---|
| Authors: | Lee, Shyan Yuan ; Chiou, Wan-jiun Paul ; Chung, Yi Fang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 50.2017, p. 261-274
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| Subject: | Emerging bond market | Credit curve | Spot rate curve | Forward rate curve | Survival probability curve | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Rentenmarkt | Bond market | Taiwan | Anleihe | Bond | Öffentliche Anleihe | Public bond | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.04.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011754124