Credit Spread Decomposition and Implications on Diversification
博士 === 淡江大學 === 財務金融學系博士班 === 95 === The motivation of this dissertation is to explore the characteristics of components of corporate credit spreads and how to improve long run credit risk diversification through the decomposition of credit spreads. Specifically, the implications for risk allocation...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/75011435450257440599 |