An Empirical Study of the Determinates of Credit Spread on Corporate Bonds
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 93 === Credit risk plays a very important role in the valuation of corporate bonds. This research extends Longstaff and Schwarts (1995) multi-factor model and adopt Generalized Method of Moments (GMM) to probe into the influence factor of the credit spread, including...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38787437299885667661 |