The Relationship between Corporate Bond Spread and Stock Volatility in Taiwan Market
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 100 === In early papers, Merton (1974) links corporate’s stock volatility to default. However, Campbell and Taksler (2003) suspects the role of stock volatility and use market corporate bond trading data to test the independence of stock volatility and credit ratin...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61807668086286114979 |