Interest Rate Sensitivities of US Corporate Bond Analysis

碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 101 === This paper examines whether the interest rate sensitivity is different across bonds with diverse credit risk, and whether the difference will change under some market conditions. We include investment grade and high yield US corporate bonds in the sample...

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Bibliographic Details
Main Authors: Wei-Fan Lin, 林維凡
Other Authors: Chih-Wei Lee
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/18675657243607258484