The Effect of Information Uncertainty on Corporate Bond Yield Spreads
碩士 === 國立臺灣大學 === 財務金融學研究所 === 96 === Motivated by the theoretical results of Duffie and Lando (2001), we extend the empirical analysis of Yu (2005) to test the effects of information uncertainty on corporate bond yield spreads. Empirically investigating the data from year 2001 to 2006, we find the...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/92902112931449884067 |