The determinants of credit spread of New-Issue Corporate Bonds on Taiwan

碩士 === 輔仁大學 === 金融研究所 === 94 === This paper mainly studys the determinants of new-issue spread of corporate bonds in the primary market. The study uses the quardratic polyonomial function and duration adjustment method to estimate the yield curve. The corporate new-issue spread is then calculated b...

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Bibliographic Details
Main Authors: Suh-Yun Liang, 梁素雲
Other Authors: Wei-Pen Tsai
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/44926069796343522679