How realized returns of bonds portfolios are affected by credit rating and holding period.

碩士 === 國立中正大學 === 財務金融研究所 === 101 === Abstract This paper examines how realized returns of bonds portfolios are affected by credit rating and holding period. Government bond index, Investment Grade bond index and High-Yield bond index are used as proxies to estimated realized returns. At the end of...

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Bibliographic Details
Main Authors: Lin Cheng Ping, 林正平
Other Authors: 薛立言
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/74612799219908509742