Three Essays on Corporate Bonds Yield Spreads, Credit Ratings and Liquidity

Author	: Elmira Shekari Namin
Publisher	:
Total Pages	: 274
Release	: 2017
ISBN-10	: OCLC:1020250834
ISBN-13	:
Rating	: 4/5 (34 Downloads)

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Book Synopsis Three Essays on Corporate Bonds Yield Spreads, Credit Ratings and Liquidity by : Elmira Shekari Namin

Download or read book Three Essays on Corporate Bonds Yield Spreads, Credit Ratings and Liquidity written by Elmira Shekari Namin and published by . This book was released on 2017 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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Abstract Essay1: This paper examines joint default risk and its bond pricing implications. Constructing a measure of default correlation from CDS data, we show