The Relationship between Corporate Bond Yield Spread and Liquidity with consideration of credit rating
碩士 === 輔仁大學 === 金融研究所 === 96 === At first, we use the duration method to calculate the yield spread between the government bond and corporate bond on the same duration. And create a regression model with duration, free-risk rate, issue amount, total asset, debt ratio, GDP and exchange rate to find t...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41894090635831904127 |