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...

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Bibliographic Details
Main Authors: Yi-Chieh Wu, 吳宜潔
Other Authors: 廖咸興
Format: Others
Language:en_US
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/92902112931449884067