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1 Corporate Bond Yield Spreads in Recent Decades: Trends, Changes, and Stock Market Linkages Douglas J. Lamdin Department of Economics University of Maryland, Baltimore County…
Working Paper Series The determinants of sovereign bond yield spreads in the EMU António Afonso, Michael G. Arghyrou, and Alexandros Kontonikas Note: This Working Paper…
1 The Determinants of Corporate Bond Yield Spreads in South Africa: Firm-Specific or Driven by Sovereign Risk? Martin Grandes (DELTA, ENS/EHESS, Paris) Marcel Peter (International…
Yield Spreads and Interest Rate Movements: A Bird's Eye View Citation Campbell, John Y., and Robert J. Shiller. 1991. Yield spreads and interest rate movements: a bird's
Factors of the Term Structure of Sovereign Yield Spreads WORKING PAPER 15-08 Stefan Trueck and Dennis Wellmann CENTRE FOR FINANCIAL RISK Faculty of Business and Economics…
THE JOURNAL OF FINANCE • VOL. LX, NO. 5 • OCTOBER 2005 Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market FRANCIS A.…
Latent Liquidity and Corporate Bond Yield Spreads Amrut Nashikkar∗ Marti Subrahmanyam† November 14, 2006 Abstract Recent research has shown that default risk accounts…
1 Cost behavior and bond yield spreads Ting-Kai Chou College of Management National Cheng Kung University Henock Louis Smeal College of Business Penn State University Zili…
1 The Effect of Interest Rate Volatility on Corporate Yield Spreads on both Noncallable and Callable Bonds Dong H. Kim and Duane Stock Michael F. Price College of Business…
1 Information, Liquidity and Corporate Yield Spreads Xing Zhou∗ Rutgers Business School Rutgers University ABSTRACT Valuation of corporate debt has been an extremely important,…
CORPORATE YIELD SPREADS AND BOND LIQUIDITY CHEN, LESMOND AND WEI (2007) Septian Bayu K. 0806479080 Malahayati Sari 0806435532 Latar Belakang Penelitian sebelumnya : Collin-Dufresne,…
Yield Spreads and Interest Rate Movements: A Bird's Eye View The Harvard community has made this article openly available. Please share how this access benefits you.
Factors of the Term Structure of Sovereign Yield Spreads WORKING PAPER 15-08 Stefan Trueck and Dennis Wellmann CENTRE FOR FINANCIAL RISK Faculty of Business and Economics…
Determinants of Sovereign Bond Yield Spreads in the EMU An Optimal Currency Area Perspective Mauro Costantini∗ Brunel University UK Matteo Fragetta† University of Salerno…
Bank Effects and the Determinants of Loan Yield Spreads * Li Hao** September 2003 JEL classification: G21 Keywords: Loan yield spreads bank characteristics borrower characteristics…
This work is distributed as a Discussion Paper by the STANFORD INSTITUTE FOR ECONOMIC POLICY RESEARCH SIEPR Discussion Paper No 08-39 The 2007 Subprime Market Crisis Through…
The University of Manchester Discussion Paper Series Another Look at Yield Spreads: The role of liquidity By Dong Heon Kim Centre for Growth and Business Cycle Research,…
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Default risk in corporate yield spreads Georges Dionne Geneviève Gauthier Khemais Hammami Mathieu Maurice and Jean-Guy Simonato∗ May 5 2008 Abstract An important research…
Latent Liquidity and Corporate Bond Yield Spreads Sriketan Mahanti∗ Amrut Nashikkar† Marti Subrahmanyam‡ August 7 2007 Abstract Recent research has shown that default…