The Spillover Effect of Credit Spread on Investment Grade Bonds- The Panel Approach
碩士 === 國立政治大學 === 財務管理研究所 === 93 === This paper investigates the spillover effect in the investment grade bonds using the recently developed Panel Unit Root Tests, Panel Cointegrations Tests, Panel FMOLS and Panel DOLS techniques. Investment grade bonds’ credit spreads are found to be nonstationary...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85391042487120957930 |