Ratings versus spreads as indicators of price risk
Year of publication: |
2019
|
---|---|
Authors: | Fridson, Martin S. ; Yavuz, Begum Ipek ; Zhao, Kai ; Yu, Yan |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 17.2019, 4, p. 42-50
|
Subject: | Credit ratings | corporate bonds | active management | yield spreads | Unternehmensanleihe | Corporate bond | Zinsstruktur | Yield curve | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income |
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