Yield curve as an indicator of bonds issuers’ default risk Кривая доходности как индикатор риска дефолта эмитентов облигаций
The article analyzes the yield curve as a macroeconomic indicators, which enables to estimate the systematic risk of investing in bonds. For the purposes of analysis considered yield to maturity T-bills. It is shown that the type of yield curve to these debt instruments determines the state of the e...
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| Format: | Article |
| Language: | English |
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Research Centre of Industrial Problems of Development of NAS of Ukraine
2012-08-01
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| Series: | Bìznes Inform |
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| Online Access: | http://www.business-inform.net/pdf/2012/8_0/167_169.pdf |