On the determinants of yield spread sensitivity of corporate bonds to changes in the spot rate curve
The objective of my PhD research is to understand the impact of changes in the spot rate curve on the yield spread of corporate bonds. In my research, I seek to provide the answers to the following questions: (i) are corporate bonds with the same credit rating heterogeneous with respect to their sen...
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University of Manchester
2009
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.505420 |