The effect of credit and liquidity risk on US corporate bond premia
碩士 === 元智大學 === 財務金融研究所 === 91 === ABSTRACT The purpose of this study is to examine whether there is relationship between bond spreads, credit risk, and liquidity risk. Furthermore, whether there is interaction between credit risk and liquidity risk. The methodology used is str...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56922169556578322978 |